personally, prolab (chocolate pure whey) to me tastes great... i make my shakes with a scoop of that, some all natural peanut butter, half a banana, soy milk and ice... tastes great... no bad aftertaste...
one big key is to make sure that you mix it well... i bought one of those hand mixers for 30 (canadian), and it works great... i don't expect a long life out of it since i make 2-3 shakes a day..