Re: Dracaena sanderiana - received too much sunlight!
Since the direct sun caused the yellowing, let's hope that the move helps. Lucky Bamboos can't handle that much sun.
Have you ever fertilized this plant? Lucky Bamboo's are pretty sensitive to minerals (esp. fluoride and salt), so it's best not to fertilize too often. In fact, I've only fertilized mine once in the 1.5 years I've had it (I'm of the opinion that if something is working well, don't mess up a good thing and since fertilizer can hurt, I held back). A sign of too much fertilizer is also yellowing leaves. If you've never fertilized, then perhaps you can consider it, but I'm not sure if this will cure the yellowed leaves from too much sun. I'm guessing the plant just needs to rest and recuperate in its new location.
As far as soil vs. water goes, I've recently tried an experiment with mine. I had 2 stalks and so I kept one in water and I potted the other in soil. So far, no conclusive results, but my inspiration to do this came from other people's advice that it was a good idea to get it into soil. Additionally, my plants were not growing at all potted in water. I chose the stalk to be potted in soil based on the roots: one stalk had lots of great roots and the other (the one I put in soil) had like 4 tiny roots so I thought getting it in soil would encourage new root growth, and later, new leaves. If you do go the route of soil, then be sure to use a coarse, well-draining mixture, preferably one that doesn't already have fertilizer in it.
Good luck with your plant!