That's a very fattening vice you're taking up! I rarely have a milkshake because they're caloric disasters, but I love them. Milk and ice cream are the basic ingredients and you can let your imagination run wild from there. My first job was working at a soda fountain in a drugstore and we made milk shakes the old fashioned way - scooping out ice cream by hand, adding the milk and using a special mixer. I always used to come home spattered with milkshake - but boy were they good. Chocolate was my favorite - made with chocolate ice cream AND chocolate syrup.

A less fattening alternative for the weight conscious:

Get frozen fruit (either buy the frozen, unsweetened strawberries, peaches, etc. or just cut up fresh fruit and put it in a plastic bag in the freezer.). Put some in the blender, add nonfat yogurt and sugar or low cal sweetener. Blend it till the fruit is pulverized. The more fruit you put in relation to the yogurt the thicker the consistency will be. Bananas work really well. You can also do this with tofu - substitute it for the yogurt and if it's too thick you can add a little water. It isn't as good as a milkshake but it substitutes pretty well.