Whey protein is probably the most important post-workout supplement. This is how you re-fuel your muscles so that you can rebuild, stronger than before. The best part about whey protein, when compared to other protein powders, is that it is absorbed quickly. This means it can get to your muscles very quickly, just when it's needed. If you take it right after your workout, you can make much bigger gains in relation to your workout. This is why it's such a popular supplement for men and women.
In terms of what to look for, you'll want a whey protein powder with a 2:1 ration of carbs to protein. While it is called a "protein" powder, you still needs carbs since your body will be depleted after a workout. Make sure that whatever brand you buy has an appropriate ratio.
Men and women are different and they generally need different supplement products. You should always be cautious of the products that are marketed just towards men, because they are made with men in mind, so may not be as beneficial to women. However, men and women can use the same whey protein powder products. The biggest distinction is that they will need a different serving size. Women just don't need as much as men. So when you get some of these products with 40 grams of protein, it's just too much. Women need more like 15-20 grams of protein. This is the ideal amount.
You'll generally want to take your protein within 30-45 minutes of your workout. I usually have it at the gym, right after my workout. You don't want to wait until you get home. But you can get specific containers that allow you to bring the protein to the gym, and mix it right there. I definitely recommend getting one of these, since they're so convenient.
Protein shakes shouldn't be overused. One a day is usually enough. They should form part of your diet - they shouldn't take it over. It's a very specific type of protein so you want to make sure you get protein from other sources as well. It's also very quickly absorbed, so you want to get protein from other sources, that are more slow-absorbing.
Overall, the best protein powder for women will be one with a good carb-protein ratio, and has about 15-20 grams of protein. you can pick this up at any health food store. Good luck!