Real food is always best, however, it is wise to get a fast digesting protein in within one hour after a workout, whey being the fastest digesting. Immediately following a workout you need simple or fast digesting carbs. This is important for recoverery and rebuilding glycogen stores. Then get your protein. Optimally you should not have more than 1-2 protein shakes a day. Also, remember to get protein at every meal (I eat six times/day: every 2-3 hours) Your highest carbs should be early in the day. Slow digesting carbs like brown rice, high fiber pasta or oats are good. Fruits and veggies with any meal, too. Keep carbs lower in the latter half of the day.
Whey concentrate is the best value for what it does. If you are sensitive to it (bloating, etc...) choose whey isolate. Much easier to digest!