I have no experience with protein shakes at all, but my boyfriend drinks them every day, for muscle building, as he finds it hard to eat enough protein in 1 day.
He always gets a big tub of the powder from Holland and Barrat and mixes it with milk, and you can get them in Strawberry/vanilla/chocolate flavour. He has also recently discovered that soya protein shakes are just as good for you and also a little bit cheaper and he says they taste fine.
He often makes them in a blender and adds a banana or strawberries for that extra shot of goodness.
Hope that helps a little.