Loyal Cook Out customers know that it’s by far one of the best places to get a milkshake in Alabama, Georgia, Kentucky, Maryland, Mississippi, North Carolina, South Carolina, Tennessee, Virginia and West Virginia. There are more than 40 fresh and fruity flavors including banana pudding, peach cobbler and, in summer, watermelon, made with real chunks of the dessert and fruit. Other popular menu items include the barbecue plates and hushpuppies (deep-fried dough balls).