Protein powder recommendations

I'm underweight and need to only gain 5lbs, but want to gain more like 20lbs. I struggle with eating enough to reach my goal which would have me eating nearly 2000 calories a day if I want to reach my goal in the next 3-4 months. I need something with high calories, but doesn't have me broke every month. My lifestyle isn't very active. I do stretches and squats with light weights 4x a week for 15 mins. GNC has one that's 700 calories and one that is over 1300, either would work for me, but I want to look into other brands. I don't know what works and what doesn't