Well you wan't to stick mainly with whole food sources of protein including chicken, fish, and eggs, however it can be difficult to eat the recommended daily allotment of protein in whole foods which in women is about .75- 1 gram per pound of body weight per day (example: a 120 lb women should consume anywhere from 90-120 grams of protein a day). With that said many people like to add protein supplements such as whey, casein, and egg protein powders into their diet. This is where it gets hazy because there are so many companies offering all different types of these products all claiming to have the best. I have tried and researched dozens of these products and found that you want to look for three main things in a protein supplement.

1) The amount of protein per scoop which you can calculate by taking the amount of protein per serving and dividing by the size of the scoop then multiplying that by 100. This will give you the percentage of protein in each scoop. You want to look for something that has atleast 75% protein per scoop.

You would be amazed at the low levels of protein per scoop in some of the leading brands. This means that they have put a bunch of cheap fillers in their product. Don't be fooled by this especially in the blended proteins.

2) Whey protein is the most popular and superior protein source in supplements.Whey is essentially a dairy biproduct(the stuff floating on the top of your yogurt when you open it, that's whey). It contains all of the essential amino acids incuding high vaules of leucine which is probably the most important amino acid for weight training.

When choosing a whey protein powder you have three options; whey concentrate, whey isolate, and whey hydrosolate or a blend of the three which is becoming more popular. The peptide bonds are broken down to a greater degree in each kind, which is essentially what happens during digestion.
Whey isolate and hydrosolate forms have most of the fat and cholesterol removed from them already where as in the concentrate it is left in (but still in very low amounts). It really comes down to whether or not you want to spend the extra money on an isolate (expensive) or hydrosolate (ridiculously expensive) or if you have problems digesting dairy, if so then one of these would be your best option. If not, I would and do just stick to a whey concentrate because it has all the benefits of the other two and is usually considerably cheaper.

3) Finally, you want to stick to brands that are manufactured in America. Lots of companies outsource their ingredients from other countries which can be derived from inferior sources of dairy. On this point you have to do a little research because most brands dont put it on their labels, and this is your first clue that they probaly have outsourced their ingredients. Companies like Optimum Nutrition and Allmax Nutrition seem to offer the best products according to my research.

I have probably over answered your question, but this is pretty much the sum total of my personal research on the topic. It is easy to be fooled by all the fancy labels and extravagent claims, but now you know better. Good luck on your fitnees goals and God bless!