If you want great milkshakes (and lively atmosphere, plenty of veg/vegan/non-veg options), go to Tommy's (Coventry). It's a great place to get good food for under $15 a person.
Siam Cafe (across the street from Bo Loong) is also very good (although it is not open until 2-3 AM on the weekends).
I usually don't mind Aladdin's (many locations, including Cleveland Heights) for a quick bite, either.