As a fitness enthusiast I have read the countless articles from various sources describing the miraculous muscle building benefits of the latest and greatest dietary supplements. Although I have tried countless supplements in the hopes of gaining more muscle, ultimately I have been disappointed by most of these products. Fortunately, there are a handful of supplements that I have found to work pretty well that I will describe below.
The first supplement that I have found to actually live up to the hype is creatine monohydrate. I started taking creatine several years ago, and within the first week I gained about 8 pounds. Within a couple of weeks I was noticeably stronger and was able to add additional weight and reps to most of my lifts. While creatine won't turn you into the hulk over night, it is one of the few supplements out there that I've found to have a noticeable effect in a relatively short period of time. Don't waste your money on any of the gimmicky varieties of creatine with added ingredients, just stick with 100% pure creatine monohydrate, and get the cheapest one you can find. Personally, I buy the Optimum Nutrition brand and keep it in the fridge so it doesn't clump together. Take five grams a day (roughly a teaspoonful) with a your protein shake and see what happens after a month or so.
I would also recommend two varieties of protein powder, whey and casein. Whey is the faster digesting protein, ideal for pre and post workout shakes, while casein digests more slowly and is better suited for bedtime. In terms of brand selection, I personally prefer the Optimum Nutrition brand for its reasonable price and decent taste. Just a word of warning, stay away from the weight gain powders, I've found more often than not you'll just be paying a lot of money for extra sugar and a fancy label. I recommend trying a few different brands until you find one you like. Usually you'll get a better price if you buy online but you can shop around a little bit to compare. I usually have a scoop of whey first thing in the morning and a shake with a mixture of whey and casein before and after working out. I'll end the day with a scoop of casein right before bed. Some people like to use a blender to mix their shakes but I prefer a shaker bottle with milk or water, its much less of a hassle. While protein powders won't give you the immediate and noticeable results of creatine, over time with regular lifting you should see improved results.
While there are a few other supplements that have given me good results, I would give these three a shot first and see what happens after three or four months. Not only will these three more than likely give you the biggest bang for your buck, but the last thing you want to do is to start taking 10 different supplements all at once and then not know which ones are actually working. Good luck!