What are the best kinds of shaker bottles for protein powder?
The cheapest one that is secure (ie. Doesn't leak too much) and easy to clean. All shaker bottles become smelly and horrible over time given normal usage (maybe you could avoid that if you were assiduous about cleaning it immediately, but few people are). So go with price.
I personally prefer blender bottle style ones like this:
To mixmaster style ones like this:
Since there are fewer bits to clean (no grill) but it's much of a muchness. Other styles I think you are paying more for needless features on something that ultimately, you will throw away and replace in relatively short term (few months if that). Some people get utility out of smartshake style ones, but I'd rather have a separate power tower type device for that.