Drinking a milkshake through a paper straw is just wrong. And forget about it if you want a double thick milkshake.
Works somewhat with a metal straw but if its something like a barone shake they just clog up since the metal staws are generally quite thin.
Seriously, whoever thought that paper straws were anywhere close to a substitute for a plastic one should be shot by firing squad.... I have yet to finish a cold drink or beverage with a paper straw and most of the time I just sigh and drink it out the container rather that try and get another straw that will go just as soggy, just as quickly, as the previous one.