You'd be better off going to GNC and asking someone there. In my opinion, protein is protein. I just buy really cheap protein powder and I've seen amazing results. I think the really expensive ones are just a rip-off. But if you are willing to go out and spend a lot and give it a try, go ahead!
NEVER go to GNC to buy protein or really any products (maybe for advice but make sure they don't con you into buying there). They charge twice(or more) what they charge on www.bodybuilding.com I've had numerous purchases from there and they have all been excellent. Delivery usually within 2 days of purchase, cheap shipping(sometimes free), free stuff (like samples and such), and good advice columns.
As far as the question is concerned, I've use Assault Combat powder, muscle milk (horrible, tons of fat and sugar), GNC brand, ON Gold standard whey, and a few others. Optimum Nutrition is the best I've found so far for general purposes, that's what I'd recommend you start with and go from there. Different proteins are used for different things, whey is the most generic and probably best all around to start with. Syntha 6 is supposedly the best tasting, but is also a little more expensive and I haven't tried it yet so I can't vouch for it. Don't expect any protein powder to taste "good" persay, if you find one you can drink consistently without wanting to gag, you've found a winner. I'm about to try some Optimum Nutrition (ON) Gold Standard whey in Fruit punch because i prefer to mix my proteins with water. Some people use milk, some use juice, all personal preference. Check out bodybuilding.com like I said and you should be able to find a guide to get you what you want/need.