Go with whey for its versatility. It digests a bit faster than casein, so it's really good post-workout. The best advice I've seen about how to choose a protein powder was Dr. Jim Stoppani's article in Muscle & Fitness: http://www.muscleandfitness.com/nutrition/supplements/does-your-whey-protein-powder-suck
. I would avoid weight gainer proteins if I were you. Most are sugar-laden, super carb-heavy and expensive -- better to get your calories from whole foods whenever possible.
I've used Optimum Gold Standard for the very good cost to quality ratio, but I am really liking Muscle Pharm's Combat as well (their vanilla is my current favorite). In an effort to cut back on additives and artificial sweeteners, I'm trying Optimum's Gold Standard Natural starting this week. If the flavor is good, it'll probably be my go-to.
My other advice is to pick a flavor that is versatile and that you won't get tired of. Vanilla and Chocolate, while maybe more pedestrian, can be mixed well with other flavors to keep things interesting; if you get something like mocha cappuccino flavor there are going to be days when you don't want it and you don't have the easy option of mixing it with something. Also, buy the big container. Protein has a long shelf life, so it'll stay good for quite a while if you're not using it up quickly, and it'll save you money in cost per serving.