Consuming protein shakes as part of a high protein diet may help control your appetite,  indicating they may be effective for weight loss Many types of powdered protein supplements are available from either animal, milk or plant-based sources. For instance, the most popular animal-based protein powders are whey and casein  both usually derived from cow’s milk. However, if you have a milk allergy, egg white protein may be a suitable choice. As for popular plant-based proteins, you can take your pick from soy, pea, hemp, or rice protein.