Yeah, the trick is to find what works for you. Working out is as much mental as it is physical, when you know you are doing something great for yourself, it makes eating better a little easier. (For me anyway!) There are a million diets out there, and some are really bad. Balance is a good thing.
You sound very well informed, so stick with what works for you. Having a personal trainer around is, I'm sure, a big help, or an annoyance, pick one.

lol The key is moderation. The eating small meals all day is soooo true. Keeps your metabolism on track.
I generally do not feel guilty about anything "whole" that goes into my body. I go crazy trying to count cals and such, but food journals are a proven way to lose weight. So I try to eat fresh fruits, veggies and lean meats. I really have never been a huge sweet eater, but I do enjoy my share of chocolate! My downfall is probably beer... LOVE IT! So I try to be careful...
As for the shake, you could make your own. I'm not big into those powders, they taste a little off. Make a green smoothie with yogurt, kefir, or silken tofu (if you can tolerate those things): a handful or two of greens, (i prefer spinach) apples,bananas, blueberries, blackberries, whatever kind of fruit you want. You might need to put some water in it to thin it out. You can pretty much put whatever you want to in it... experimenting with it is half the fun!!!
Stay healthy!!!!