What I mix my protein with is really dependent on my goals at that time.
If I'm looking to gain weight (and therefore need more calories), I will mix the protein with whole or 2% milk. If I really need extra calories I mix the dry protien powder with a tablespoon or two of natural peanut butter and a few ounces of milk to make a delicious pudding.
If I'm in the process of cutting, I skip the milk and peanut butter and use only water.
Berardi's comment about avoiding fruit juices has to do with a couple factors.
One, is that a vast majority of fruit juices contain extra sugar, usually in the form of high fructose corn syrup (Which in case you didn't know is bad, use the search feature to look it up).
Another is that fruit juices taste good and therefore it is very easy to consume too much juice. Liquid calories tend to add up quickly.
Finally, most fruit juices contain little if any real fruit. Thus, you miss out on all the health benefits of fruit (fiber, phytochemicals, etc.)
If you really like fruit juice I recommend buying a juicer and doing it yourself.
Hope that helps.