What are my options on location of a bathroom fan vent in Wisconsin?
You should not vent out the soffit if you have soffit vents.  The moist air will be sucked into the soffit vents, and cause just as much (or more) trouble as venting directly into the attic. 

The best option is to vent out the gable end of the attic. Make sure the ducting is sloped slightly back towards the fan, so condensate can drain. Use rigid metal ducting, not that flexible plastic junk.