Daviecp, you have asked a question that could solicit a thousand different replies from hundreds of different protein shakes.
Before settling on a protein shake i would try to get hold of some samples and say one or two days a week try a protein shake. Then after you see how they affect you then you will be able to see which one is best.
Some things you have to worry about as you mention that you are on a diet is that you should not consume more protein at a time as you will get side effects. Such as but not limited to gas, bloating, blasting farts all over the place, having to go to the toilet in a hurry etc.
Protein consumption for daily should not exceed 1gm per kilo of body weight. Unless of course you are having meeting with the syringe. Then that of course would change the forumula. So for example if someone is 80kg he would take in 80 g of protein a day. Everything outside of that would go as waste.
Not all protein is created equal. Not all protein will react the same with everybody. In conclusion protein shakes and protein bars are designed to be a meal replacement for one meal for example. If you started having several protein shakes and protein bars a day then side effects will certainly be close by.
A balanced diet in my opinion is the way to go with limited use of protein shakes and bars etc.
Protein Drink Side Effects | eHow.com
Just my 2p on the matter
Tapmaster