I buy a chocolate flavoured one from Costco (european whey - webber naturals) and then another one (Mango Peach, which is Precision's Iso-Pro Cooler line). I mix them 2-1 usually (with water) and just take them straight as is. I've taken them for breakfast just mixed with cold water, although I know some people warm them up and take them as a hot chocolate style drink.
I've seen recipes somewhere using them for home-baked power bars. Could be in my email since I have a friend (body builder) who loves the stuff. If I can find them I'll post them in one of the recipes thread. I think I ignored them when I first saw them as they were fairly high cal, but maybe fairly large too.
Baking with Whey Protein
I think they're really meant as meal replacements. However, they might do for a breakfast on the run. Now that I've looked them out I might actually try making one of them.