I have done both Exante and CD... out of the two I think I prefer exante. There is a lot more choice in their range and the milkshakes taste more.. milky to me on Exante.
It also helps that they are a LOT cheaper then CD shakes.
Good luck! I'm not doing it at the moment because I got bored with the artifical taste and texture.. but then I get bored with most VLCD's quite quickly! lol