My favorite protein shake is:

1 heaping scoop of Jay Robb vanilla whey protein powder http://jayrobb.com/cat_proteinWheyVan12.asp
Half a serving of Sambazon acai http://www.sambazon.com/nutrition/frozenPure.jpg
2 or 3 cups of frozen berries (no sugar added) - strawberries, blueberries, blackberries, raspberries, in whatever ratio i feel like
1 T of Udo's DHA blend http://www.udoerasmus.com/products/oil_blend_DHA_en.htm
6 oz water

And then i blend away until it is the consistency of a smooth, thick milkshake. I'm not sure how healthy it is (worry about the natural sugars in the berries), but it has a lot of protein and tastes so good i feel guilty eating it.