Many years ago, my husband got me in the habit of drinking a protein shake before working out, so I can say with some confidence that I know what protein shakes taste like. (Bleck!)
Recently, I bought BSN's "Dessert" Protein Power. I mixed 4 oz. of skim milk, three ice cubes, and a scoop of the Chocolate Pudding flavor in the Magic Bullet. After blending it, I put it in the freezer for about two minutes and...voila! It tasted exactly like a Wendy's Frosty.
Whoa, doggie! I'm still trying to get my mind around having a protein shake as a treat. I just ordered two more flavors (banana and cinnamon roll) from Amazon (19.99). It's the best thing I found in a long time.