Many thanks for all the advice, greatly appreciated.

(Regarding my wasted calories query, I usually blend the shakes with fruits).

It seems Mr_chi-town's comments and Zbrehman's are what I was alluding towards in my question (milk is the best supplement vs. other alternatives, i.e., soy milk).

milk is for babies. stick to vodka

Omar...

Milk is by far the best supplement.. (atleast naturally) to enhance your body.. great ratio of protien to carbs to fat (atleast on the 1% or skim milk)
It is composed of aprox 70% ceasin and 30%whey..
ceasin = slow absorbing protien
whey = fast absorbing protien..

What is Whey protien shke..? the common protien shake is actually a waste product in the process of making cheese from milk .. the water that leves behind during the fermentaion process contains whey.. cheese factories used to have tonns of this waste water on finally decided to recycle and make whey protien ..tadaan..
well whey is an excellent .. if not one of the best sources of fast absorbing protien.. and hence.. it's really useful first thing in the moring or after you're workout.. (but your goals should be reaching a set target of protien consumption per day.. 1g of protien per bodyweight in lbs.. atleast)

so bottom line .. milk and whey are excellent sources of protien.. and added bonus.. both contain lots of calcium..
calcium aids in muscle contraction... which futher helps in muscle development...
milk also contains numerous vitamins and minerals.. and i can go on and on bout each of their benifits to bodybuilding..
one thing to notice.. though.. zinc and calcuim compete for absorption.. so if you're taking zinc supplement by any chance. . like ZMA .. do not take it immediatly after taking milk..
and if you're lactoce intolerant.. there's specialized milk availible for you.. although i have no idea on how effective it is .. and how it is made etc..
oops .. the artice got longer than intended... but ya.. chug down ur milk mate..!!

I dont know where you have got the before and after workout thing about protein shakes.. your body can absorb a certain amount of protein in a set period of time (it all depends on your history - your body adapts to your intake), you should maximise the intake of the protein throughout the day.

actually that depends on how intensive your workout is aswell.. protein repairs and ripped tissue.. depending on how much you work out, you should take it accordingly else it will just be used as energy (look up damination and oxidation). I try to take 2 grams of protein per lb of my bodyweight a day. but as a minumum you should be having 1g per lb a day if your workout is light.

and remember your body grows at night when you are asleep. so whack in a shake before bed.

calories and protein are 2 different things. so i dont know the last part of your question 'Are these wasted calories'.

Your main Carb intake should be morning/mid-day. your protein intake should start off mid-day through to when you sleep.

The milk that is currently available at super market is Very Bad for you, Because of the "Homogenization" Through Homogenization Fat molecule & Hormones in milk become smaller and bypass the Digestive process. These hormones can cause Cancer, Lactose Intolerance and Allergies. Also By Homogenizing milk proteins are not broken down and are absorbed in to the blood stream INTACT.
Soy Milk is a good alternative to cows milk , Soymilk does contain a lot of food additives and preservatives that can also cause AD/HD symptoms just as in pasteurized store-bought milk vs. raw, whole milk right from the cow. But over all it does more good compared to Cow Milk
I personally do not drink any kind of Homogenized Milk, or take any Dairy product.
Regarding Shakes.
They can be taken any time , High protein shakes are never wasted calories.
You should figure out how protein your body needs to achieve your Fitness goals. That protein can be broken in to 5-6 meals a day whthere they are in form of solid food or shakes. I recommend a combination of both.

i actually like taking it before and after....but i've read that after a workout is very important because the body is going to need to repolenish itself. also, as left pinky mentioned, it depends on what type you take, because some takes longer to digest. some more refined protein is ready for the body to breakdown right away. also, they have what is called "pm protein" and thats more geared for a longer release throughout the night.

There was a study done a while back where they gave the guy protein shakes before and after the workout. The ones who took the shakes before gained the most muscle mass and were something like 2-3% stronger. they all started off the same. Evidently it takes a while for the protein to digest, and so if you take it before you workout, itll start digesting near the end of your workout and thus has the most benefits whereas if you take it after your workout, it wont digest or a while and you miss the so-called "Golden Hour" or whatever it is called.