I remember you asked this in your body-building thread also. 
Angel Eyes said it best. Muscle Milk is easier to digest. However, the optimum nutrition is perhaps the only one which does not contain suclarose. The rest of them do. I have seen the ingredients of Muscle Milk - which, as a side note, looks delicious - and it contains that. Research on this ingredient for a bit. It will tell you how bad can Suclarose is once it is inside your body.
I believe Iori Yagami also mentioned that almost all brands will give you relatively the same amount of proteins per scoop, more or less.
Walikum Assalam. Whey is not fattening at all, I don’t think. A whey supplement has one of the lowest fat calories in all of products (non-fat excluded).
As a side note, I am using this bottle of Pure Karbolyn - it has 50 grams of complex carbs and the best time to take it, from what I have researched and tried, is 10-15 minutes before your biceps/shoulder weight training. It will give you maximum boost.
And as FrozenFire mentioned, a protein shake right after.