What's the difference? I'm looking at shake options and some contain whey isolate, some contain whey concentrate and some both.
The main difference is in the "purity", how much lactose and fat is left with the protein after filtering. Whey isolate usually contains around 90% protein and whey concentrate is more like 70-85%.
If you have trouble digesting the lactose or are trying to minimize carbohydrate content, then whey isolate would be a good choice. Otherwise, it probably doesn't matter; just pick the concentrate since it's cheaper in terms of protein grams/dollar.