There is SO much mis-information going on in this thread.
Protein shakes are a very good way to get protein fast after a workout. There is an index of how quickly/how much of the protein your body can absorb/use and of course chicken and eggs are all up there, but whey protein is at the top. Expensive whey protein has a better taste generally but more importantly a lower heavy metal count. Theres no need buying the really expensive stuff but do some googling and find one that isnt going to poison your liver.
If you have too many protein shakes it isnt simply going to 'turn to fat' as someone has said. If you want to gain weight, eat 500 calories more than what your calorie maintenance is. Do some googling to work it out. Lose weight, 500 less than that. You cant simply cut 1000 or more off your diet because you body goes into starvation mode/catabolic mode and essentially eats your muscles. If you drink alot of shakes your body will store the excess calories as fat.
Look at Starting Strength for a good gym routine. Lift heavy, eat big.