ok, in my case i dnt use protein shakes, cause i like the way i am...but, if u want cause u need bigger muscles and want to gain some weight, use them!!
the truth is that not all of them work, u need to find a good one, try to look at GNC or others stores.... u could use creatine, creatine hidrates yours muscles and give u strenght, by that, u can work out harder and your muscles will grow faster!!

good luck and take care!