I think whatever works best for you really... I eat my protein, but for convenience sake I'll probably be drinking it instead soon.
I know there has been A LOT of research on whether or not it's best to get your protein before, during, or after a workout and in what form. From my research it looks like having a fairly good meal about 2-3 hours before a workout (or something small about half an hour before, but I can't workout with anything "heavy" in my stomach) and then having something easy to digest (most researchers recommened a drink here, because it goes down easier, I've also read that a 4:1 ratio of carbs to protein is recommended too - but that would be a lot of carbs for me) within 30 minutes of the end of your workout.
I don't know if that really helps, and of course different things will work better for different people... Most people probably will tell you to eat your protein, but as long as you're getting the right amount and getting it in when your body needs it, it really doesn't matter too much!