For my shakes I use Pure Protein Vanilla. I have tried others but the taste and consistency of Pure is good. I just tried Vega but the consistency was very clumpy, even after mixing twice with my Ninja mixer.
The key thing for me and it may not work for others, is I try to get 30% of my calories as Protein. Between mid March 2018 and July 1, 2018 I went from 205 to my current weight of 170.