I'm not lactose intolerant, but have actually have a problem with whey. Anything more than a half scoop of whey protein will make me sick to my stomach. I've become a fan of egg protein. Seems to mix better, and i think it tastes better.
It seems many whey mixes are lactose free. If its just the lactose, I would think you would still be able to get away with the isolate.
My best friends GF is pretty into all the nutrition and fitness stuff and she is lactose intolerant and swears by egg protein as well. So I'd recommend looking into that...I'll see if I can find out which one she uses.
I've always used egg white protein without any problems. I'm severely lactose intolerant so whey isn't really an option. I doubt that there's significant qualitative differences between the progress you would make with whey vs egg white.