According to Consumer Reports the following protein powders have shown higher than normal levels of dangerous heavy metals:

BSN-

Lean Dessert Protein Chocolate Fudge
Arsenic 3.3 ug
Cadmium 3.7 ug
Lead 2.5 ug
Mercury 0.3 ug

Syntha-6 Chocolate Milkshake
Arsenic 4.2 ug
Cadmium 2.6 ug
Lead 5.4 ug
Mercury 1.1 ug

Designer Whey-

100% whey protein Chocolate
Arsenic 3.9 ug
Cadmium 1.6 ug
Lead 2.4 ug
Mercury 0.9 ug

EAS-

Myoplex Original Rich Dark Chocolate Shake
Arsenic [b]16.9 ug[b]
Cadmium 5.1 ug

GNC-

Lean Shake Chocolate
Arsenic 7.0 ug
Cadmium 3.9 ug
Lead 4.9ug

Pro Performance AMP Amplified Wheybolic Extreme 60 Chocolate
Arsenic 5.4 ug
Cadmium 2.5 ug
Lead 2.5 ug

Jillian Michaels-

Natural Whey Protein Vanilla Cream Shake
Arsenic 1.9 ug
Lead 1.2 ug

Cytosport-

Muscle Milk Chocolate
Arsenic 12.2 ug
Cadmium 5.6 ug
Lead 13.5 ug
Mercury 0.7 ug

Muscle Milk Chocolate RTD
Arsenic 14.3 ug
Lead 6.8 ug

Muscle Milk Vanilla Creme
Arsenic 11.2 ug
Cadmium 2.0 ug
Lead 12.2 ug

Muscle Tech-

Nitro-Tech Hardcore Pro-Series Vanilla Milkshake
Arsenic 1.2 ug
Lead 0.4 ug
Mercury 0.9 ug

Optimum Nutrition-

Gold Standard 100% Whey Extreme Milk Chocolate
Arsenic 2.5 ug
Cadmium 1.7 ug
Lead 1.0 ug
Mercury 0.2 ug

Platinum Hydro Whey Velocity Vanilla
Arsenic 1.5 ug

Six Star-

Professional Strength Whey Protein French Vanilla Cream
Arsenic 2.3 ug

Solgar-

Whey to go Whey Protein Powder Natural Vanilla Bean
Arsenic 0.6 ug

Source: July 2010 issue of Consumer Reports