Make instant sugar-free pudding and add in protein. Tastes real good! Buy Isopure or ProV60 and you wont have these problems. They taste great by themselves.
Buy frozen strawberries, blueberries, blackberries, rasberries, etc. from the supermarket. Each time you make a shake add some berries, water, ice, and your favorite protien powder/MRP. I usually use vanilla flavored products as this always tastes good with the berries. Believe it or not adding (unsweetened) berries to your shake does not add many calories at all. But it makes the shake much more drinkable. In fact, I actually enjoy my shakes now!
I usually throw in a single serving of yogurt into my morning shake. The calories are primarily coming from carbs (100 if you get the light), just to let people know.
It's cheaper than buying fruit and works pretty well. I don't mix my shakes with milk, just water.