Actually the best is a simple nalgene bottle that hikers use--you can get them at REI or any other outdoor sports stores--they never leak and are easy to clean.

Yeah what he said^^^^

But those things are like 10 bucks.

I got some rubermaid things like 3 for 2 bucks at walmart.

even better idea............

I always have at least a six-pack of 16oz water bottles around for quick on the go hydration

I reuse them for my protein shakes
to place it safe, I throw it out after about a week
I wash it out after each time of course

I use a funnel to put the protein powder into the used water bottle.
add milk or water, shake and enjoy
rinse with hot water and sometimes a drop of soap.

cheap and easy

I have always had issues with clumping with water bottles and whatnot. Currently I have one of the generic shakers with oz on one side and ml on the other, with the little grid that goes in at the top. It aerates the shit outta the shake, but it also leaks like a damn sieve. There was a little rubber o-ring that kept it sealed, but that is long since gone. I even cut the rim of the lid down with an exacto knife to improve the seal and that helped quite a bit, but it still leaks. Its kinda awkward when someone comes into my office and I am licking brown fluid off the side of my shaker and sucking it off my fingers.