Alright, first off, definitely skip the high-sugar proteins...they're pretty much crap for everything but post-workout nutrition which has a negligible effect for most training (This is where Danno should come in and give me a hard time about our previous protein argument...)
Second, I really like protein powder for creating a quick, portable meal when I don't have time to cook, and here is how I most-often make it:
One scoop protein powder (22g)
1 cup frozen blueberries, strawberries, rasberries
1 cup milk
1/3 cup dry oatmeal
1 teaspoon olive oil
1 tablespoons natural peanut butter (just peanuts, no hydrogenated oils)
2 tablespoons plain yogurt
Blend and add water as needed to reach the desired consitency. With this shake you are getting TONS of good stuff- healthy fats (olive oil and natural peanut butter), tons of anti-oxidants amongst other vitamins (frozen berries), some good live/active cultures (yogurt), low GI carbs and fiber (oatmeal), and of course, protein (whey, milk, yogurt).
You end up with a bit over 30g protein, ~36g carbohydrates, and ~15-20g fat (depending on the fat-content of the milk and yogurt), and it works as an excellent breakfast that fills you up and keeps you filled up FOREVER.