Are you sure you don't like fruit and yogurt?
I take two Dannon light yogurt smoothies (they are small) and 1 scoop of chocolate flavored whey protein powder, and blend well in a magic bullet (using the glass that is about 16 oz). Then I add in frozen strawberries until the level is about 3/4 of an inch from the top of the glass and blend again until the frozen strawberries are broken up and the whole thing is smooth.
No fat, no sugar (except what is naturally in the strawberries) and high in protein. It is as thick as a very thick milkshake and tastes like a chocolate covered strawberry. Tastes like an indulgence, but it isn't!