Hi wonderwoman,
I can't exactly answer your question because I have never really drank protein shakes, but I will comment on how important protein was to me during my pregnancy. During the second trimester, I had a really hard time with low blood sugar, feeling rather faint and nauseus sometimes. Only a protein-heavy diet really helped me. I ate lots of hard-boiled eggs and cheese throughout the day. I also ate protein and other low-fat bars such as luna bars that claimed to be high in protein as well as folic acid.
I know I didn't answer your question. I just want to push how important extra protein has been to me.
All the best!
Dawn