You don't need protein shakes. Nobody does. It's just a matter of preference.
Depending on where you buy it, whey protein is usually cheaper than dietary protein sources such as chicken and eggs etc. It is also more convenient, and people like bulk buying so they don't always have to worry about their supply.
Myself, I don't take any form of supplement, because I am able to consume enough protein (250g) daily from diet alone. It is more expensive, but I enjoy making and eating the food I prepare, plus I am only 17 and still living at home so I don't pay for my food, I just buy it and cook it. I guess this is the main reason I don't take supplements, as I would have to fund them myself.
I have recently started writing articles for MyProtein, which means I get given vouchers for the website, so I will probably end up buying some soon.
I would only buy protein from MyProtein, since other brands are a lot more expensive, and the quality from MP is excellent.
tl;dr
If you reach your daily protein goals easily w/o supplements, you don't need them.