Are there any bars or shakes available that have lots of protein and calories but little or no sugar?

Yeah, you can get whey protein shake mix. High in protein, low in sugar. It's good to get 30 grams of protein in you in the first 30 minutes after waking up.. Ideally, just before working out. This helps keep the body fat down while promoting muscle building.

If you are a guy, I would stay away from the soy protein and stick with the whey protein.