Protein Shakes with Ice?

Does anyone blend their powdered shakes with ice? 

I have a Ninja and want more of a icee/milkshake texture rather than choclate milk. 

Anyone blend with ice? How does it come out?

Yep, I do daily.  I only use Syntrax protein powder now because MY experience has been it will blend up icee/milkshake thick. Others I tried didn't do as well for me.   I occasionally drink Premire RTD shakes.  I throw it in the blender (I have a vitamix and a ninja blended drink blender)  with some ice and it turns into soft serve ice cream consistency.  Yum!

Some people don't tolerate the "airiness" in blended shakes, and have to let them sit. I don't, so I blend the heck out of them.  

This is the only way I can deal with the protein shakes. I blend with between 2-4oz of low fat milk, 4-5 ice cubes, unflavored protein powder and then I add some sugar free Torani coffee and vanilla syrup. Sometimes I will also add a small amount of coffee and/or vanilla flavored Andrew Lessman Secure powder. It comes out tasting really good. Nice and icy and goes down very easily. I can't do protein shakes any other way. I used the Magic Bullet and it works great. 

That's the only way I can drink a protein shake is with a lot of ice

Yep.  I have a Ninja too, although I now only use my (new) Vitamix.  It works great.  Fluid in first, add powder.  Blend until mixed.  Add ice.  Blend.  If you get really big chunks of ice, you are not blending enough.  I never could get all of the ice chunks out though on the Ninja.  Want it creamier?  Use almond milk (30 calorie type) or flax milk (25 calorie type).  Makes it much more like a real shake.  My all time favorite is so simple- 1 packet of HMR 70 (chocolate protein powder), 8 ounces almond mil****  Yum!  My daughters love to add in frozen strawberry or cherry... I like that better when using a different powder, as it helps to take out the protein taste.  The HMR version has no protein taste.   *edited for typos