I love taking them with milk but lately it's been water due to a convience thing. As long as you can find a protein that tastes okay in water (which is easier and easier these days) water's no problem. I don't know if it's still around or what the availability of it is but Atkin's had a milk for awhile that only had like 3g of carbs and 12g of protein (something like that, I can't remember the exact macronutrient ratios) and that would be perfect for something at night to slow down digestion without adding carbs to your nighttime meal. Just know what carbs and fat will do to digestion speed and caloric intake and go from there
