Karin,
You'll probably get quite a few responses, but you'll get them even faster if you just run a search b/c this is one popular topic

(Oh how we love our protein shakes!).
Did you cook the protein powder with the oatmeal or stir it in at the end? That can change the taste/consistency quite a bit.
Personally, I use Nutrabiotic Rice Protein Powder (vanilla) and like it in a lot of things (oatmeal, shakes, "pancakes", muffins, etc.). It is unsweetened and blends very nicely.
But the best thing I recently found for shakes is the "Oster Blend and Go Cup". It's about $14 and fit on any existing Oster blender base. That way you get the power and blades of your big blender base, the size, convenience, and easy clean-up of a personal blender, it's cheap, and you don't need another appliance. It also blends EXTREMELY well and sort of "froths" the ingredients so you end up with a milk shake consistency. It crushes ice and frozen fruit like the big blender w/o the vacuum effect at the bottom of the blender and half your shake on the blender lid:7
Soory to hijack the thread, please return to protein powders only now
Mattea