When I was working at the gym I studied a lot about suppliments and talked to many members using them. Pretty much just find out if you want an isolate or concentrate or blend. Isolates usually dissolve quicker and the concentrate and blends are more "time released". The difference in brands dont matter as much as the type of protein you get.

Personally, ON gold standard worked the best for me as it allowed me to gain weight with little fat. Ive tried MM and the costco stuff and I gained more fat on top with the same workout routine. Some others like EAS, No Xplode and Apex gave me headaches and actually felt my liver hurt LOL.