I lean toward Heidegger even though 1) I have no idea what he's saying 99.94% of the time, and 2) I'm a Christian, which means I'm historically pressured to a substance view of human existence.
Well. Maybe not. I think it's a post-Cartesian error to think that we are just a substance, such as a soul, whether you define this soul's highest activity as thinking or whatever. Kierkegaard defined the human being as "spirit", which he considered synonymous with the self. Spirit here refers not to a substance, something passive, but *the active life of individual freedom*. As Sartre said, we *are* our freedom. Which makes sense (remember, Sartre was an atheist, didn't believe in the soul): anything like a soul, a mind, a body, whatever, are all *givens*, and as such can't really be the person, who stands above and beyond givens by definition. The person is what he does with these givens -- emphasis on "doing". A life of aesthetic passivity is not an active life, and therefore the person in this general mode of existence can only minimally be called a self. But the person who lives for meaning, who constantly chooses the good (for himself, for others), who in a word *acts*, can be said to be more fully a self. And Kierkegaard held the highest form of selfhood to be a life of faith -- that is, a life of continual and repeated fulfillment of God's command for one's life. Drastically different than the useful theological conceptions running around today. So we could say that the post-Cartesian error is mistaking the self for one of its building blocks or substances.
So I would say that, although we're constituted in a sense by substances (which might be a misuse of the term), we are what we do with these substances (body, mind, soul, whatever depending on your ontology). The self (which shouldn't be confused with the soul, which is but one important component or substance of the self according to theistic ontology) is fully itself only when it's acting on the substances that constitute it. So we're more fundamentally "being-in-the-world", I'd say, but we still have substances.