I make my own with Optimum Nutrition 100% whey powder.

3/4 cup unsweetened soy milk
2 Tbls. heavy Cream
2 Tbls. Davinci syrup of choice (experiment with different flavor combos)
1 scoop whey powder

if you want it thicker add a pinch of Xanthum gum.
if you mix it in a blender, add ice.

I do mine in a tupperware shaker. Yummy and filling for breakfast or snack.