I cook and eat tempeh occasionally. I think it's a pretty good soybean product. The digestion/fermentation of the soybeans by the introduced fungus is a good way to improve its nutritional profile and probably (although I have no source for this) decrease any negative effects from the original soybeans.

And when in Japan I will eat tofu, where it has traditional roots and is nicely incorporated into their cuisine. But I will also eat basashi (raw horsemeat sushi) when in Japan too. Oh, and natto is good stuff.

I'm really dubious about the mass manufactured soy milk in western markets however, with a lot of them bulking out the 'milk' with dodgy oils (e.g. canola).