No such place around here that I know of, but if you want a chocolate milkshake, the "Harvey" at the Palace Drug Store in tuscumbia is deservedly praised for its quality and authenticity (REAL ice cream with plenty of butter fat). It is kinda pricey but worth it!
I make my own shakes, using good quality premium ice cream and syrups that are commonly available from local markets. That way, I control the thickness, size and ingredient mix MY WAY instead of risking disappointment with local commercial products, most of which are mediocre at best. Surprisingly, the Wendy's VANILLA "Frostee" is very good, at least in my opinion--better by far than the original chocolate version, which is and has always been a dairy disaster.