Young'* Dairy over near Yellow Springs, Ohio makes great shakes. Helps that their ice cream is made less than 200ft away. Their chocolate ice cream shakes are incredible.
My self, though, I prefer "Blizzard" type shakes, you know, chunky shakes.
Cookie dough is good, and I used to be addicted to DQ Nerds Blizzards, but recently I stopped at a roadside ice cream place that would serve you just about anything. Try a Cow patty(chocolate ice cream w/reese cups)shake. Good god, that'll give you a sugar high.