Whey protein is definitely among the better options, but I once did what you described, and then switched to eating a large amount of chicken breasts.
I definitely feel a bit better, and have a much easier time building muscle.
If you run the numbers, you can actually eat a shocking amout of protein (300g+ / day) from lean meat while maintaining a calorie deficit.
And if you buy frozen chicken breasts from Costco, I think it’s actually cheaper than whey!
That said - you do you, whey has its place in many lifestyles.