A rough estimate to determine how many calories you need is to multiply your body weight (in pounds) by 15. That will give you the amount of calories needed to maintain your current body weight. If your goal is to gain weight, multiply your body weight by 17-18. If your goal is to loose weigh, multiply your body weight by 12-13. For example, a 200 pound person would need 3000 calories to maintain his weight (200 x 15 = 3000).
Once you have determined your calorie needs. Set your protein intake. A good number to shoot for is: 1-1.5 grams of protein/pound of body weight for natural athletes 1.5-2grams of protein/pound of body weight for enhance athletes
Once you have set your protein intake, fill the rest of your calorie intake with carbohydrates and fat.
The protein intake I recommended above comes from both protein shakes and whole food.
All protein powders are not created equal. You really need to be a smart consumer in today's market and do your research. Look at the ingredient list and supplements fact panel on every supplement before buying it.
For a wheyprotein - you want to see nothing but that in the ingredients list. Wheyprotein, natural flavours, a natural calorie free sweetener like stevia and then maybe some salt, soy lechitin and cocoa powder. There are a lot of good products on the market. I personally use isolation from n2bm.com. A good whey isolate should be pretty much fat and carb free. Isolation has 26g protein, 1g carb, 0g fat per 30g scoop.