I LOVE bamboo yarn. I've used the "bamboo soft" yarn by Rowan Classic Yarns and it's great (and totally vegan as far as I can tell). Your options are mostly as follows:
-Bamboo (lots available, actually)
-Soy (check out South West Trading Company)
-Corn (http://www.knittersreview.com/goto.asp?goto=cornucopia )
There's actually a lot of options for vegan knitters, you just have to do a little more looking!