I don't have much experience with protein shakes, just started them not too long ago. So far I enjoy making new types of shakes, a great way to add some "fun" to my meals.
My favorite so far was:
Vanilla powder, AND yogurt (as much as you think is nessasary), milk, again, as much as you want, than about a handfull of granola from a healthy cereal, mix, and enjoy. Very simple, but I think the cereal adds a perfect texture to it! Sometimes I prefer not to add the cereal before I mix, just crush it with my hand a bit, so its still in chunks, put it in, than mix with a spoon.