You can make a good protein drink without the expensive powders.
I do:
Milk (low fat)
Creatine (teaspoon)
Raw Egg
Olive Oil (teaspoon)
Frozen Yogurt (low fat)
Oats (Pre-blended into a powder in my coffee grinder)
If its after work and before I lift, I open a caffeine pill and dump it in as well (200 mg).