First of all, never listen to mates that give you silly advice like "vein clogging" without double checking on some reputable websites. I'd recommend going to bodybuilding.com and reading a couple of their articles on protein and supplements. Those guys know what they're talking about.
Bodybuilding.com - Huge Nutrition Article Database!
Some idiot once told me that you shouldn't have creatine and protein shakes together as it *text deleted* up your liver - which is false unless you REALLY abuse the powders.
Also, too much excess protein will make you fatter, but some of it does get pissed out as well.
The rule of thumb, if you're pumping weights, to the amount of protein in grams you should take per day is your weight in kg. So if you weigh 70kg, try and take in 70g of protein per day. Otherwise, Sam Forrester's suggestion is perfect.
On a personal note, I'd recommend Optimum Nutrition's Gold Standard Whey, as it has the highest percentage of protein to powder of any commercial product. It's also fairly well priced. I've been on it exclusively for well over 2 years.