1) First of all, make the cinnamon sugar. Simply combine the cinnamon and sugar in a small bowl.
2) Beat the ingredients fot the cream cheese icing together until smooth.
3) Mix together the ice cream, pudding mixture, milk, and caramel. Add the cinnamon/sugar mixture (reserving a little for serving). Blend until combined.
4) Top with a dollop of cream cheese icing and sprinkle with a little cinnamon sugar over the whole shake.
5) Decorate with a cinnamon stick and serve.