They are expensive and unnecessary. If you eat too much protein the body has to work to get rid of it somehow. Basically, you pee it out, and too much pure protein can damage the kidneys.
Eat a couple servings of meat, beans, milk every day and that is all the protein you need. If you eat real food, you will feel full before you eat so much it will hurt you (except maybe for getting too fat).
Occasional use, after a tough workout, is fine. Trying to make it a big part of the diet is the problem.