The E string whistle may be caused by many things, usually a technique issue with the bow, but there are some strings that are more likely to whistle. I've found that the gold plated unwound E strings tend to whistle more. D'Addario sells a "non-whistling" aluminum wound string. I've never tried one, but I have found that the wound E strings tend to whistle less.
Here are some things to check that I've found when fixing the issue with students:
make sure your left hand isn't brushing up against the E string at the nut. Occasionally the soft flesh of the first finger can get close enough to the string to make it whistle.
On your bow arm, when you transition to the E string, make sure that the weight of your hand remains on the first finger on the bow, and that your pinky or any of the back fingers are not tense or pressing on the stick when you change.
Make sure the bow hair is perpendicular to the string / parallel to the bridge on the change over and not on a slight off angle.
Check the height of your elbow on the string change. A good starting point is when your bow is at the half way point on the string, your wrist and palm should be level or in-line. You want the stick over the hair on the change, too low of an angle can also cause the whistle.