This depends on 2 things: digestion and goals.
Whey is very pure and digests quickly. This makes it good for when you don't have much time to digest a protein source prior to say an early morning training session.
The second factor is your goal. Because whey digest quickly, it is good for those who want to increase their calorie intake as the fast digesting whey will allow them to eat more. However, if you are restricting calorie intake you would want to eat something that digests lower like a whole food protein source.