If you freeze all of your fruit first, especially bananas, you can get a really thick ice cream-like shake from a good blender. Add in whatever fruit (or veggies! Beet greens and spinach go well with no added "green" taste) you like and blend with yoghurt or fruit juice or just ice.
Some blenders work better than others with this, so you will have to see just how thick you can make it without clogging the blender.
Good fruits to use:
Bananas, any berries, melon (though it will thaw quicker than other fruits), stone fruits like nectarines and peaches, mango. Really most any fruit will work, but those with firmer texture will make a thicker shake. Try it out and see what works for you!