i think it's a matter of personal preference, so i can only answer for myself here. but i like to have a protein shake after a workout because that is the optimum time for the muscles to receive the protein. the shake just manages to deliver it faster than food does. i do it because it has helped me gain definition in a way that eating well/multivitamin use didn't.
i can see why people would not want to use the shakes, though, since it isn't getting your protein strictly through eating naturally. but like i said, i think it's all a matter of personal preference.