My opinion depends on what are you planning to do overall.
If you are just plannning to snack on some protein as a way of cutting down in calories and maybe watch your weight a little, then you can do good with some protein rich meals or snacks, like chicken or turkey (cooked in a way to avoid fats and grease) and salads. Maybe some nuts which are rich in protein and health fatties, egg whites, or some protein bars, etc.
If you are planning to be more of a nutritional enthusiast, or to take it a little more seriously, then you have to know that protein can be taken as a small meal replacement, and its a great way of get you that feeling of being full and not wanting to eat. But, you have to burn those calories, because it isn't good, just getting protein shakes and not exercising. In addition, you have to get some regular and balanced meals. So if you are in this bandwagon, then I'd recommend you to go shop around a little bit, at health and nutrition stores, like GNC for example and read the labels. Most of the protein shakes or protein bars list their protein contents in the nutrition label, but you have to take a closer look at the type of protein they have in the ingredients listed in the label. You have to go for the best protein, and that is "Protein Isolate", as its name implies, the protein is isolated from the source, be it whey, soy, etc. That is pure protein, and you are getting the isolated protein. Some good brands, surprisingly, have gone the cheaper and less nutritive way, filling up their products with "Protein Concentrate", which has higher amounts of carbs and fats, as well as lactose, which is a problem for people who are lactose intolerant, if they are to consume protein on a regular basis. Protein Isolate on the other hand, has an almost pure form of protein, with very low levels of fat and carbs, as well as lactose being almost non-existent. As a way of comparisin, protein concentrate has a protein ratio of about 70%+, while isolates are easily 90%+ pure protein. Also, many companies and brands have a combination (most common occurrence), of concentrate and isolate. The ingredients section in the label should list the protein most predominant or the protein which the product has more content of. For example, if the first ingredient in the protein section of the list is protein concentrate, and the second listed is isolate, it means the product has more protein concentrate content than protein isolate.
Take a look at this ingredients list of a X Product:
INGREDIENTS: PROTEINŽ BLEND (WHEY PROTEIN ISOLATE, WHEY PROTEIN CONCENTRATE, MILK PROTEIN ISOLATE), LYCASIN, GLYCERINE, SOY PROTEIN ISOLATE, MALTODEXTRIN, WATER, ALMONDS, COCONUT OIL, COCOA POWDER, HYDROLYZED COLLAGEN, EGG WHITES, INVERTASE, VANILLA, CHOCOLATE FLAVOR, SOY LECITHIN [AN EMULSIFIER], VITAMIN MIX (DICALCIUM PHOSPHATE, MAGNESIUM PHOSPHATE, DL-ALPHA-TOCOPHEROL ACETATE, ASCORBIC ACID, COPPER GLUCONATE, NIACINAMIDE, VITAMIN A PALMITATE, FERRIC ORTHOPHOSPHATE, BIOTIN, ZINC OXIDE, PYRIDOXINE HYDROCHLORIDE, CYANOCOBALAMIN, FOLIC ACID, MANGANESE SULFATE, CALCIUM D-PANTOTHENATE, RIBOFLAVIN, SODIUM SELENITE, THIAMINE MONONITRATE), FLAXSEED OIL, SALT, POTASSIUM SORBATE (A PRESERVATIVE), PEANUT PASTE (PEANUTS, SALT).
The ProteinŽ Blend, is the important here, because whey (the better source of protein, than say milk or soy) is listed first, and it is an "Isolate", it means the product has more whey protein isolate than the second and third ingredient in the list, whey protein concentrate and milk protein isolate.