If you need more protein/fat, try blending a less fruity smoothie with (preferably toasted) pine nuts, ground almond, or sesame or perilla seeds.
I rather like mine with: pine nuts or perilla seeds, apple, flax, and a little bit of honey and milk/soy milk/water and yogurt.
Frozen berries are a good way to bulk up a smoothie without adding ice to the blender. It's also good when you don't want to waste good fruit on something that'll be mixed with other ingredients and when there's no good fruit in the markets at that time of year.
My morning smoothie has even more flax than that. I take about 1 c nonfat yogurt, 1/2 c frozen berries (I like a slushy smoothie without using ice), 3-4 TBSP ground flax seeds (I keep them in the freezer and grind fresh daily) and about 1 TBSP sugar. I often add just a splash of milk to help it mix nicely in the blender. The flax really helps make me feel satisfied for longer. I have a friend who makes a frozen berry smoothie for her 4 year old daughter with frozen berries, ice, banana and, believe it or not, fresh spinach. The daughter won't each spinach any other way but loves it in the smoothies.
I use home-made yogurt, a little soy milk or juice if I don't have soy and lots of whatever fruit I have on hand-frozen or fresh.
I amde one yesterday that I really love. It is just soy milk apple and cinammon. The apple gives a definate texutre that I would imagine some wouldn't like but I do.
I love throwing frozen berries, silken tofu, and juice into a blender for a morning smoothie. You'll want to play around with the proportions, but start with a cup of loosely packed berries, a cup of tofu (or half a slab), and half a cup of juice. Add ice if you want calorie-free bulk, bearing in mind that it'll dilute the flavors a little. A little honey might be necessary if the fruit's not especially sweet, but usually a sweet juice like apple or orange is enough for me.
Basically, the tofu takes the place of yogurt, which tends to be higher in calories and lower in protein. Don't be fooled by its solid state. Once blended, tofu's more watery than most yogurts.