I've been using this, with great, delicious success:

One sugar-free dulce de leche Jello
Two scoops Nitrean (or insert brand here) vanilla protein powder
One tablespoon natty PB
A small amount of milk (or water, if it's not a workout day)

Really, really delicious. Tastes like a caramel/butterscotch chocolate chip, and it's nice and thick!

In general, all the sugar-free jello flavors are fantastic for adding to shakes. You can just swap out the dulce de leche, and try another.