i cant decide whether using muscle milk, whey protein, or creatine. i weigh 240 lbs so im not sure what is more roughly better. my goal is gaining muscle so it shows, bench pressing more and losing. so im not sure which is the best for me.

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Unless your new to bodybuilding, your not going to build muscle and burn fat at the same time, most people LOSE muscle when trying to lose fat.

All three things you listed are different and used for different purposes. Most people use muscle

i weight lift, and I'm wondering whats best to take...whey,muscle milk,other proteins, etc. should i buy the mix and make shakes or eat the bars?

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Whey protein,it is metabolizes faster then any other type of protein although i can't stand the taste if i don't make the powder into a shake.

Actually as time passes protein uses more and more calories to digest/transport the protein making

Any advantages between the whey protein and muscle milk?

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Muscle has protein and also vitamins along with other forms of energy. It also has a bit of creatine to help you work out harder. I recommend Muscle Milk, it is the best tasting protein shake I have ever had and it also works!