Taiwan has GNC chains all throughout the country and they carry a range of supplements. The problem with them is they want you to pay a membership fee to get a small discount on their already over-priced supplements.
If your look for protein only and you have a costco membership there is a costco in the Neihu district. They are reasonably priced unless you need to buy a costco membership but I promise that is worth its weight in gold.
Finally there is an online company called http://www.iherb.com and they have every supplement and protein powder known to man. The only problem is you will have to wait a week or so to receive your stuff and sometimes you have to pay an import tariff if you order something somewhat exotic. They offer loyalty credits and shipping is regulated based off wait but it’s very reasonable on price.
Hope this was helpful,