Water or milk?

 How big is the difference between using water or milk in a protein shake?
Alot of people say water..but I prefer milk..what is the best type of milk to use?  I usually use 2% or fat free..

It's fine to use milk if that is what you prefer. Some people may oppose milk because some milks have a high fat content but if you are using milk that is lower in fat then it should be fine.