The biggest supplement I use is protein powder. I really think it's worth investing in a good quality one. I almost always have a protein shake after weightlifting, usually with some fruit in it or have some fruit on the side. It's important to get a few carbs into the body after working out. You can basically think of the carbs as helping sweep up the protein into the muscle, aiding in growth and recovery.
I also use branched chain amino acids (BCAAs) before, during and after working out in addition to my post-workout protein shake. BCAAs are supposed to speed up muscle recovery and growth, since the majority of muscle is made up of BCAAs. They don't taste bad at all, I usually shake up a scoop or two into my water before I head to the gym and sip it while I work out and on the drive home from the gym.
Occasionally I also use creatine. For a while I was taking it before working out, but now I typically put it in my post-workout shakes when I remember. I have never "loaded" creatine but that is the fastest way to see its full results. I just stick a teaspoon in my smoothies. It can help with muscle gains, but basically once you stop using it, you lose it. It's not a long-term solution. Creatine has also been implicated in cognitive function. Creatine comes from meat products so consuming some is a good idea in supplement form if you don't eat much meat.