I use my immersion blender, and the container that came with it. I'm about to go make one now... Fage 2% yogurt, frozen sliced bananas (I do those ahead, slice up a bunch, freeze in a single layer, then put into snack size bags for each serving, put into a larger freezer bag, pop them back in the freezer for use later), frozen blueberries and raspberries, some OJ, maybe a squirt of honey. I drink it out of the container. It is very easy to clean, and deal with.
I don't like ice in my smoothies, so am not using the immersion blender on much ice, although I have, some people don't like to do that with their stick blender.