Well, I suppose you just need to find the right powder.
Speak to a nutritionist about which one is right for you.

As far as the shakes go I usually chuck a bit of of Ice, one banana, tbs of honey, small handful of raw nuts, and 3 scoops of natural Greek yoghurt into a blender..

Usually fills me up

I'm drinking whey protien. Taste good and doesn't cost much.

Is it effective?

I'd check the maximuscle website, they have a wide range of protein shakes and other products of the same nature, each product is reviewed as well (I think) so it will make it a lot easier to find the right one, from personal experience I find that these shakes are not very effective (In general) but I find it difficult to add bulk anyway.

Yeah it's helped me gain some weight.

Yeah just simple whey protein shake is enough to help you build muscle. I usually buy cheaper end stuff that doesn't taste like total ass and just mix it with water. Just be sure to get a good bit of clean protein in your diet, minimize sugars, saturated fats, and stick with a consistent routine and you'll be rewarded for your effort. Also, be sure you're not over-training...I had my best results when I allowed my body proper time to recover and actually shortened but intensified my workout.

Thanks y'all but I went with Humapro. It comes in pill form and is kind of expensive. 1gram is the equivalent of 5.4 grams of whey. It has less calories as well. It doesn't make your stomach feel like shit after you take it. It is kinda new and doesn't have many reviews but the reviews I have seen are all good.

You should try Body Fortress Whey Protein. You get 52 grams with two scoops! It doesn't taste bad either and it doesn't make your stomach feel like shit.

Muscle Milk is a good protein shake and they taste good.

Whey protein is good, but don't strictly rely on it for all of your protein. You're going to want to eat some lean mean and chicken breast as well. If you're trying to bulk up, you need to eat A LOT, but you need to eat the right things. You want a good mix of carbs, protein, and good fats. Fruit and veggies are important too. Eat 4-5 smaller meals spread out through the day. Drink LOTS of water! Be hydrated before the gym and after the gym!

Protein:
Eggs (great in the morning pre-workout)
Whey Protein Powder Shakes (good pre-work out and post work-out)
Tuna Fish (Awesome source of protein - lay off the reg mayo - use fat free)
Chicken Breast (Grilled preferably)
Steak
Lean Ground Beef
Pork Chops
Cottage Cheese
Turkey (If you can, get natural, non-preserved turkey. Deli turkey tends to have loads of preservatives)

Carbs:
Vegetables (Broccoli, Carrots, Spinach, Green Beans)
Rice
Fruit (Apples, Bananas, Oranges, Tomatoes)
Baked Potato
Whole Wheat Pasta
Whole Wheat Bread

Good Fats:
Olive Oil
Flaxseed Oil
Nuts (Almonds, Peanuts)
Peanut Butter (Preferably natural)
Avocado

If you are SERIOUS about seeing results, work out 3-4 times a week with high intensity weight. Work different muscle groups each day and don't kill yourself in the gym! Progress can be slow! Work until exhaustion. You don't need to spend hours in the gym each day... an efficient, intense 35 minute workout is better than a 2 hour workout. You have to get into a strict routine and each healthy foods. Stay away from saturated fats! You will be rewarded. Good luck!

I won't be using weights. I'll be using the Insanity workout. I'm trying to lose fat and lean out. That's another reason I'm using Humapro. It's better for leaning out and you use it all. You end up shitting away most of the whey you ingest.