Although not a MUST, protein shakes are very beneficial post workout as bb just said. Ensure you buy whey protein, as this is the quickest to digest, and so is very effective and an efficient source of protein after your weight training.
I may add that a simple type carb consumed with it is very beneficial. Whey is very fast acting as mentioned, but if glycogen stores (serum glucose levels) are depleted or low from a heavy weight session for instance, this will be the first priority of the body, and the protein will be broken down(bcaa's) can be used as an efficient source of glucose replacement. This is where the carbs come in, to enable the protein so it can be used for what its intentions are, muscle building.
-------------- Great people never want it easier, they just want to be better!
Ron