If you’re trying to put on weight, and grow muscle as quickly as possible, use milk.
(And besides, they taste like crap with water.)
Don’t forget, before you can get ripped, you’ve got to bulk, and you can’t bulk being calorie negative. Water has no calories, whereas milk does.
You digest your shake faster with water, but as long as you have it within 30 minutes of working out, your body will still suck up the protein like a sponge, whatever it’s mixed with.