Protein shakes versus food sources of protein.
Do NOT get too caught up in the supplement hype. Unless your diet is already dialed-in, protein shakes are not going to be useful when trying to burn fat AND build lean muscle.
You NEED to focus on whole food sources of protein first.
When you're snacking, surround your protein with a healthy fat and fruit and/or veggies.
Every "snack" should be complete and sample from multiple food groups - Carbs, Protein, and Fat!