My shaker bottle from GNC doesn't get all of the "grit" out of the protein. I use a one from walmart and is a mixer with a bottle and actually mixes it right in the bottle so you can measure your ounces. It is a lifesaver and was only $29.
The only shake I can stand is a Peanut Butter, Banana, skim milk and Unjury Protein Powder (Choc or Unflavored).
I mix 1/2 cup skim milk, 1 inch banana, 1 tbls peanut butter & protein powder in my blender. I usually mix this liquid part for about 1 minute to get it all blended up pretty well. I then add ice cubes until I get to the desired thickness. I end up with around a 8-12 oz shake and it is super yummy.
Here is a pic of the blender by oster for $29. I use it for EVERYTHING from making pureeds, to shakes and mushies. I also use it to chop, dice and blend for homeade salsas. I also bought an extra bottle for it also in case one was in the dishwasher.