What Slappy said.
I think that most of the protein powders are ok as long as you buy them from a reliable, health minded store. You may try talking with some of the sales associates where you buy your protein powder and ask them for a recommendation on brand that may contribute best to your goal of losing weight. Mostly though, I think it is a preference of taste. Some can taste rather chalky I have heard. And from what I understand the powders now come in a variety of flavours so you don't have to limit yourself to just chocolate, unless that's your favorite.
Once I get back to the gym (I've been on a hiatus) I'll probably start taking a protein supplement to augment my workouts. My goal is not to lose weight but to strengthen, tone and totally define the muscle that I have.
Good luck to you and you are always more than welcome to join the A2K Virtual Weight Loss Thread here. It's a great support group for many A2K'ers and they all offer a lot of good nutrition advice and give superb moral support!