I use the flavorless one from veganessentials. You can add it to anything you want. It's like tofu and will take on the flavor of whatever you add it to. It's Freeda Ultramino Soy Protein Powder and has 15 grams of protein per 3 tablespoons. Relatively cheap, too, IMO.
For chocolate protein shakes, I use Naturade Bavarian Chocolate. It's also vegan & contains 13 grams of protein per 2 scoops. I recently found it at K-Mart for 1/2 price! Otherwise, it's usually about 12 or 13 bucks.
As far as money goes, the Ultramino will give you more for your buck. There are 30 servings in a container and it costs $13.50 (I think). Naturade only gives you 13 servings.