I've been making protein shakes for years and they are one of my favorite foods...incredibly filling and nutritious. I don't weight lift, but I'm a runner, and I find that a shake a few hours before running keeps me sustained and energetic. I use whey protein powder as opposed to soy, mostly because I like the taste better and because whey is a complete protein, that is, it contains all the essential amino acids (building blocks of protein). I've heard that consuming a large amount of protein after working out is good for your muscles since it's the optimal time for them to absorb it, but I have yet to try this.I think the only real con to a protein shake would be the taste...many people don't like them. But that can easily be changed with flavorings and add-ins, such as cocoa powder, fruit, peanut butter, etc.