It might take five years off my life and add five inches to my waist line, but damn it was good. Just had one.
I think McDonald's has the best of the fast food milkshakes with the exception of the Arby's Jamocha shake -- which I always order with extra Jamocha flavoring. That Jamocha shake is a great share but there aren't many Arby's around.
And if you do want to try one, be sure you order extra Jamocha flavoring. Jamocha is a mix of chocolate and coffee flavoring.