Protein powders and supplements are NOT all the same. Although people are right in saying that the ingredients is what makes the difference. Roughly, there are two different styles of proteins - a fast release protein for post training, and a slow release protein for other times of recovery. If you want to maximise your nutrition, results and budget you should be looking at the difference.
You should only have a fast release protein after you train, as these are the more expensive ones. They are usually made with an Isolate protein (sometimes listed as WPI). This is a more pure protein, which is why its more expensive and there is more protein per serve/scoop - usually around 80-90%. It will be even more expensive and beneficial if it has been 'hydrolysed' - this is where the proteins have been broken down further, or pre digested so that it is absorbed faster. After you finish your training session you pretty much have a window of a about 45 minutes where its essential you digest protein before your body goes into a 'catabolic' state. This means after a hard work out, your body begins to recover and repair the muscle fibres. To do this, it uses proteins. If you don't have enough protein in your body at that particular time for your body to feed off, your body will look for other sources. Namely, your own muscle tissue, as this is made up of proteins. So essentially, your body will eat itself unless you feed it correctly and you wont get as much progress.
Its still important to go home and eat a proper meal of protein, carbs and veggies, as these are digested slower and will fuel your bodies recovery for the rest of the day. Remember, you don't always need protein after a workout, your body is in constant recovery for days on end, depending on how hard you work out. So you should also be eating protein with every meal to continuously fuel recovery and growth. This is why there are slower digesting proteins too. They include Protein Concentrates, Casein, Caseinate, egg white etc. These are good to have throughout the day if your not eating enough protein, and perfect for before going to bed to keep your metabolism going and your recovery up while you sleep. These are by far cheaper proteins, and there is less protein in them per serve. This is the perfect time to save money and get a shitty protein here, as timing is not essential.
Hope that helps! Theres allot more to it, but thats the basic rules! Its always better to ask questions rather than read the bullshit the companies wright about their own products in mags and on their labels. Seen a Muscletech ad lately? Its 4 pages of made up words and bullshit that actually tell you nothing! I just moved to the UK myself, and there is a big difference between the variety available here and back in Australia. There isn't much choice here, and brands like Promax and PHD seem to load their products, even the weigh loss ones, with Maltidextrin. This is a sugar and can make you fat if you use it too much. I have been buying my stuff from online stores which work out allot cheaper than in stores. Just google cheap protien. Myprotein.com have some good value options with very few additives, but be prepared for the worst taste you could possibly imagine. But all that doesn't mater since your a beefy muscle god who's all about the results right? ;)
By the way, this is my first forum post, and I haven't posted before because I don't want to be attacked. So be nice!!!!!