Whey Proteins.

Whey protein is an absolutely essential supplement to a weight-lifter's daily nutrition. Lifting and exercising for tone, endurance, mass/size, strength, and fast-twitch all end up using protein as a building block for muscle. Muscle formation hinges on sufficient protein intake as well as other nutrients. Drinking whey protein shakes is the efficient way to supplement protein into your diet.

Review this information to learn about different types of whey protein:
Wikipedia.org/Whey_Proteins

Here are some other proteins: soy, casein (usually from egg), nut, rice, and others. The proteins have different rates of digestion, which dicatate what times of day and what amounts you ingest.
For example, I drink whey protein before and after working out, and casein protein before bed. Whey protein absorbs quickly for adequate intake before and after workouts. Casein protein is slower absorbing, so I drink that before bed to insure my body has sufficient protein the entire night to build muscle.

There are many whey protein brands, so try some different ones and see which one tastes the best to you. Make sure you are looking at the fat, cholesterol, and carbohydrates content of the protein powders for shakes. If the shake tastes great but has saturated fats and lots of sugar, it's countering the calorie burn you get from your workout.

The protein powders have different serving sizes and protein amounts per scoop, so read the package and make sure the protein content is at least 20 grams of protein per scoop.
Fitness experts recommend you consume your body weight in grams of protein. For example, I weigh 170 lb.s and consume 170 grams of protein a day.

Don't forget, you are consuming other proteins (e.g. nuts,meats,eggs,dairy) as well as your whey/soy/rice protein supplement/shake.

When you decide to consume protein in your diet, also try to spread out consumption throughout the day. If you consume all your whey protein in one sitting, the body has much more trouble absorbing and effectively using the nutrients. The best practice is to have balanced consumption throughout the day, with concentration before and after workouts.