I get my protein powder (whey isolate, casein, and vegan protein from grains - I don't drink the vegan one though) for free, so I go through quite a bit of it since its just cheaper that way.
I trust the company I get it from, especially since I work for them part time haha. I never get stomach issues, bloating, etc... If I did, I'd just sell what they send me, but so far so good!
I guess unless you're having digestion issues with it, or some sort of allergic reaction I don't see why you couldn't save a few bucks and drink a shake and have a handful of almonds instead of chicken breast (which is pricey up here in Canada).