I can't imagine any protein shakes having gluten in them? Normal forms of protein are whey (milk), soy, hemp, brown rice and pea. I've seen some with chia and quinoa as well. I'd be surprised if any protein shakes had gluten in them. Right now, I am using vegan shake ology(1/2 scoop) in the morning with berries and soy milk. I wouldn't recommend it just based on price but I got it as part of a deal.
You can't out-exercise poor eating habits.