documentclass{article}

makeatletter
newcommand@ifnextchars[3]{%
    expandafterifxexpandafter@empty#1@empty%
        def@ifnextchars@tmp{#3}%
    else%
        def@ifnextchars@tmp{%
            expandafterexpandafterexpandafter@ifnextchars@auxexpandafter%
                {@car#1@nil}{@cdr#1@nil}{#2}{#3}%
        }%
    fi%
    @ifnextchars@tmp%
}
newcommand@ifnextchars@aux[4]{%
    expandafter@ifnextchar#1{%
        #3%
    }{%
        @ifnextchars{#2}{#3}{#4}%
    }%
}

newcommandwhereinsentence{%
    @ifnextchars{.!?}{%
        I am in the end of a sentence.
    }{%
        I am not in the end of a sentence.
    }
}
newcommandvowel{%
    @ifnextchars{aeiouy}{%
        Vowel:
    }{%
        Not vowel:
    }
}
makeatother

begin{document}

Here is whereinsentence a sentencewhereinsentence.

vowel a.

vowel b.

end{document}

Runaway argument?
{I am in the end of a sentence. }{@ifnextchars {@cdr @cdr .!?@nil ETC.
! Paragraph ended before @cdr was complete.
<to be read again>
                   par
l.44