You're going to hear a lot of lecturing about eating "real food" and "whole food" and "unprocessed food" from the holier-than-thou purists.
My take: If you're just starting out Primal, you need to be pretty strict. I would avoid the shakes if you can.
After a couple months, you should be Primal with a better metabolism. At that point, IMO whey powder works as a "20%" food.
5'0" female, 44 years old. Started Primal October 31, 2011, at a skinny fat 111.5 lbs. Low weight: 99.5 lb on a fast. Gained back to 111 on sugar cheat. Currently fighting off sugar/candy cravings with bulletproof cocoa and a little rice.
I (try to) follow by-the-book primal as advocated by Mark Sisson, except for whey powder and a bit of cream. I advocate a two-month strict adjustment for newbies. But everybody is different and should tweak Primal to their own needs.