I think you can have whey even if you are lactose intolerant. I think the lactose is removed. You may want to check into that; don't take my word for it.
Anyhow, I love fish for breakfast. I'm also going to try out the no-oatmeal made from nuts found in the primal e-cookbook.
Another one of my favorite breakfast meals is a mixture of onions, mushrooms, and greens with a little bit of balsamic and topped with cut up bacon. You don't even need much bacon. It's really like a condiment here.
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