Costco has a couple of brands. The one I have is Kaizen 100% Whey Isolate. At the time I bought it they had an instant rebate on it and I think I paid around $30 for 2Kg.
http://www.kaizenprotein.com/
The ones that taste gross are generally soy based, and I'd stay away from all soy based protein products including protein bars, as soy can stimulate estrogen production or something like that.
EDIT: The stuff tastes pretty good. If you want to get a really smooth texture, trying using a little Bullet mixer.