It is beneficial in general, but it also depends on your goals and your routine quite a bit. If you are vegetarian, just as an example, it would be a little harder to get a sufficient amount of protein, again just an example.
There are different types, like Tropez mentioned, whey, egg, soy, blends, etc.
There are two types of whey, isolates and concentrates.
The isolates are "better" for you because they have a higher biological value, which means the protein source is more "pure" and is used more efficiently in your body.
has a pretty good selection, there is a bar to scroll to what supplement you are looking for, I'm sure you can figure it out, I've always ordered from there and been happy with it.