The "healthiest" of McDonald's shakes, the Vanilla Milkshake packs a bit fewer calories than its menu relatives, but only by an infinitesimal amount: It has 1 gram less fat and 10 fewer calories than other milkshakes. It also has a staggering 84 grams of carbohydrates, which is about 1/3 of your recommended daily intake, according to Mayo Clinic.