You can use a Pure / Almost pure Creatin Powder. I isn't cheap but is very effective. Have used it personally about 10 years back when I used to gym for muscle building. In those days, 400 gm was about 1000/- IIRC.
I have a cheap and really effective protein source. It's not a shake though. It's called an egg.
I was skinny and wanted to gain weight. One fine year I had holidays so joined a gym and started eating 4 boiled eggs a day. 2 months and boy I grew some muscles. Everyone started asking me - Oh so you're going to the gym? But due to various reasons I left it and now 1.5 years later, the muscle has decreased (not a lot though) and I've gained a lot of unnecessary fat in the waist (love handles). Now I'm looking to loose weight. FML.
Btw, egg yolk is totally safe. All that is just a myth. If it is to affect the cholesterol levels in your body any significantly, you'd have to eat more than 15 eggs a day.