I like Optimum Nutrition's 100% gold standard whey and Species Nutrition's Isolyze (which is what I'm currently using). It's not cheap though, but if I'm gonna spend money on that stuff, I'd rather spend money on the good stuff! I'm currently dieting and Isolyze is 110 cal, 0g fat, 0g carbs, 27g protein per scoop so it's worth it for me!
I tried BSN's lean dessert back in the day and wasn't a fan at all. Cinnamon flavor was okay, but too sweet... there's only so much of that I can take. If I'm trying to save money, I'd prefer the ON gold standard (rocky road - my favorite!!)
Muscle Milk is yummy and when not dieting, I'll sometimes get the RTD vanilla light but I haven't tried cake batter... it does sound yummy though! But then again, so does everything when you're dieting lol... so don't listen to me.