A lot of bodybuilders from the golden era of bodybuilding didn't have a lot of supplements to choose from so they made their own with good results. One such bodybuilder was Arnold Schwarzenegger. As part of his regime during the bulking up phase of his preparation he would consume a homemade protein shake as a snack before he went to sleep. Below is the drink as he wrote it in his book, Arnold the Education of a Bodybuilder:

Protein Drink:

• 2 Glasses of milk
• 1/2 cup nonfat milk solids (powdered milk) 
• 1 egg
• 1/2 cup ice cream
• Mix in blender

Source:

Arnold The Education of a Bodybuilder, pg. 155