I drink pure whey protein and get whatever is cheapest. I recently scored a 5lb tub of EAS chocholate for $29. That stuff is GOOD. I mean it's really tastey, even with water, if you mix with a high enough ratio of protein:water. I opened a tub of designer yesterday. french vanilla is rather yucky, but designer is a great brand. Optimum nutrition ice cream vanilla is very tastey. NEVER EVER. PLEASE. NEVER get optimum nutrition strawberry. It's so disgusting in taste. It's a chemical bath.
Anyway you could be concerned with cholesterol but it depends how much you consume. Designer has a new bar called Next Up. It's like a chocholate bar but high in protein and has 100 mg of cholesterol (around 1/3 daily recommended dosage). Most powders aren't too bad, but that bar was bad (tasted good though). MetRx bars are very high in quality and fairly low in cholesterol (if you're into bars - which are nice, but a lot more expensive than pure protein).
In regards to MRPs I haven't really tried any in a while although myoplex gets a lot of recognition - probably because the body for life.