Get the bulk of your protein from whole food sources, and supplement around workouts with Whey. Just remember that Whey is a very "fast" protein, and it is best used around the workouts...not really a great thing to take as your mid-morning snack, unless that coincides with a workout, for example.
Cottage cheese (fat free) is a great before bed protein source as it is a casein protein that "stays with you" for a longer time.
Also, as mentioned in a previous response, get yourself some EFA's. Concentrate on fish/flax oils as they are the best sources, although they work a little differently. I would suggest getting ground flax seed (I hate grinding it myself) and some liquid flax oil and liquid fish oil. The flax seed gives you the oil as well as fiber and lignens. The flax oil mixes with just about anything. Fish oil is absolutely, positively, without a doubt your best source of EFA's by far. I don't even bother with the pills as it would take over two dozen to get the dosage I look for in fish oil. Carlson makes a lemon and orange flavored oil that tastes great.
Don't get too caught up in the "natural" craze. Whey is a great source of protein for someone working out intensely. While you can get there without it, realize that it is about the most common supplement out there, researched to death, safe, and it's hard to find anyone that tells you it's a waste...some will tell you it's not needed, and that's true, but all the evidence shows that it is beneficial when used correctly. If you are in an intense resistance routine, many suggest at least 1g protein per pound bodyweight per day. It's possible to get that through whole foods, but it takes a lot more planning and just plain eating than I can make happen.