Milk isn't necessarily good for you unless you are a baby cow, a young human, or not getting enough calcium elsewhere.
The claims by the dairy industry that diary helps you lose weight have been debunked. Turns out those people were eating less in general and it had nothing to do with the calcium.
The taste of the shake depends on what you put in it. I've tasted some protein powders that just taste vile to me, no matter what is in them. Others swear by them
and think they are delicious. I think the ones that I use taste delicious. Before I cut back to 5 meals a day, meal 6 during the summer was always an "ice cream" made from protein powder, ice, frozen fruit, and a bit of water, blended until thick and smooth. It tasted just like soft-serve ice cream, or frozen yogurt to me (keep in mind I haven't had the real thing in years!)
Mel