The first thing I need to say is if you're looking to just build muscle, then you're bodybuilding (as opposed to just trying to be physically fit). Keep in mind there is an important difference here. There is a reason MMA fighters don't do the same workouts as body builders. So you should really take the time to understand the difference and decide which one is best for your goals.
If you make a conscious decision to do bodybuilding, then here is a helpful book on the subject:
The New Encyclopedia of Modern Bodybuilding
Also the problem of not gaining mass likely has more to do with your workout than your diet. In the section on different body types, Arnold talks about how people who are naturally hefty (gain muscle easily but gain fat easily as well) should do lower reps, heavier weight while people who are naturally skinny should be doing more reps, lighter weight. So even if you're lifting heavier weight, if you're doing only 4-6 reps just so you can feel cool by using the 45 lb plates then supplementing might not help.
It also could be that you're only doing one workout and not focusing on groups of muscles. Say, for example, you want bigger biceps. Even though you may be doing more weight on preacher curls, if all you're doing is preacher curls then you won't be hitting other muscles (like triceps) or different parts of the same muscles (ie reverse preacher curls/normal preacher curls to hit the short and long head of the bicep) which are key to giving the bicep a good display and helping it "look bigger". [Word to the wise, I'm using biceps as an example because it is easier to explain than the back or legs, but don't become one of those people with chicken legs but a humongous upper body like the guy from Avatar.]
That being said, the popular protein powder is either Optimum nutrition gold standard or BSN Syntha-6
Don't go crazy on the stuff! Your body can only absorb so much protein per day. If you consume too much you're just damaging your kidneys. A single scoop of protein powder will typically have 30 grams of protein, depending on the brand. Unless you eat absolutely no protein at all aside from these shakes (which shouldn't be the case), you probably only need to use one scoop per shake and have maybe two shakes per day. Shakes aren't there because they're better than food for building muscle, they're just easier.
There is an article on livestrong about the Maximum Amount of Protein the Body Can Absorb.
As a side note - especially if you're skinnier - consider making your protein shakes with milk, peanut butter and a banana. It tastes really good and the potassium from the banana is good for your muscles.