The problem with protein bars is that they have a lot of carbs and fat in them. To make the product in a bar form, they need to add carbohydrate and fat binders. Even a low calorie protein bar is going to have at least 5-6g of fat and 20-25g of carbs.
Not only that, most protein bars only have 20g of protein so you would need to eat 2-3 of them to get enough protein for the meal.
A protein shake on the other hand will be virtually carbohydrate and fat free. You get the high quality whey protein without any of the additional calories.
For a whey protein - you want to see nothing but that in the ingredients list. Whey protein isolate, 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.