Most of the fitness blogs that I read strongly recommend that you consume protein immediately after your workout. Working out with weights breaks down muscle fiber and consuming protein immediately after a hard weight lifting session will provide the body with what it needs to start the repair of those muscle fibers.
Protein also has a role in fat burning and weight loss. Presumably any carbs in your system are burned for energy during your workout. Post-workout protein goes to rebuild muscle. Therefore your post-workout body with energized metabolic function will use stored fat for at least a few hours post workout.
For the past several months, I have been testing different protein drinks. Right now, chocolate Muscle Milk is the most palatable, although it is a little high in calories. Have you tried other protein drinks? What do you like?