I get a lot of questions and see a lot of discussions on the interwebz regarding nutritional supplements and the use thereof. Some purists avoid supplements entirely, and other folks have turned supplements into replacements. My humble opinion (technically, the opinion about which I'm humble) is as follows:
There is nothing inherently wrong with supplements or their use. Would I prefer to see everyone fulfill their nutritional needs with real foods? Of course, but I'm a pragmatist and not a moron, and I recognize that the demands of peoples' lives are often such that an entirely whole-food diet is impractical or even impossible. Once of the statements of Robb Wolf's that has always stuck with me is, paraphrasing, nutrition has to be liveable. In other words, it doesn't matter how amazing a nutrition plan you've developed for yourself if it's impossible for you to execute consistently for the long term.
Short-term efforts at manipulating nutrition are called "diets" and tend to fail miserably because they also tend to be extreme and unreasonable and entirely contrary to the habits of the dieter. This doesn't mean that in certain cases, certain temporary protocols shouldn't be put in place to achieve specific goals - this is fine if the intention and the execution makes sense.
So in the long term, individuals need to establish practices that help them achieve their goals, but are actually possible to maintain. If you work 16 hour days 6 days a week, you're probably not going to be eating steak, avocado and mixed vegetables 5 times a day. This is an extreme example, but everyone will have some degree of divergence from ideal with which to contend.
We can consider supplements in two basic contexts: foundational nutrition and performance nutrition. The former would refer to supplementation simply to make up for aforementioned divergence from ideal; the latter would refer to supplementation to attempt to improve specific physical performance abilities such as strength or endurance.
With regard to foundational nutrition, we have things like multi-vitamin and mineral supplements, protein supplements, digestive enzymes, and stress-management supplements.
Fish oil is easily the most important foundational supplement. Unless you're regularly consuming brains and organs or sickening volumes of fish, you're likely not getting anywhere near adequate levels of omega-3 fats. I like Carlson and Nordic Natural brands best. Make sure to actually read the labels and know how much of the total oil you're taking is EPA/DHA. A typical supplement will be about 50% EPA/DHA, i.e. a 1000 mg of oil will deliver 500mg of EPA/DHA combined. Cheaper oils can have ridiculously low levels. Robb Wolf recommends 0.5 - 1 gram of actual EPA/DHA per 10 lbs of bodyweight per day, and I like this. The less healthy you are, the closer to 1 g you should be taking. In all cases, start with a low dose and build up gradually unless you want to mess your britches; adding 1-2 grams of total oil per day every week is usually a safe bet. I've found it best to take it in the middle of meals. Try to spread out your daily total among your meals as evenly as possible, and definitely don't take it without food.
Multis are a good basic supplement for many people who likely are not eating a huge volume and variety of plant material. The actual nutritional content of today's plant material is also often questioned, so some supplementation make still make sense with regular vegetable and fruit consumption. I like Robb Wolf's recommendation of doing a daily multi every other day if your whole food nutrition is dialed in. If not, more frequent and larger dosing might be a good idea. I use James Fitzgerald's VMG supplement daily. It has more good stuff packed into it than any other multi I've found.
Digestive enzymes are great for those with digestive shortcomings, or for those gaining weight and therefore eating huge quantities of food in single settings. NOW foods Superenzymes are good. Falling into this category as well are two other items: ox bile and lactase. For those who have trouble digesting fats (including fish oil supplements), ox bile capsules can help, and are dirt cheap (thanks to Garrett Smith for this recommendation). For those who want to consume dairy but aren't producing adequate lactase, supplemental lactase will allow it. Capsules are easy to find, but aren't always as effective as possible. Typically you can get better performance if you pop open the capsules and drop the power directly into whatever you're eating. Liquid lactase is great for dropping into containers of milk to dose the whole thing, but it appears to only be available outside the US.
Probiotics are another good one that's starting to gain popularity. I haven't found any stand-out brands, but I currently use NSI's Probiotic 15-35. These can unexpectedly clear up all kinds of problems.
Stress management supplements are what I call anything that helps control cortisol levels or improve sleep. The ones on my list are Vitamin C, seriphos or phosphatidylserine, holy basil, ZMA, and GABA. Vitamin C is great inexpensive stress supplement. I like taking some at bedtime, usually 1-2 g or more if I'm particularly stressed or in a really rough training cycle. Phosphatidylserine or seriphos and holy basil help reduce cortisol levels and are good post workout, in the evening or at bedtime to help drop cortisol and help you sleep. ZMA helps some people sleep, although for some does nothing, and for others cause very vivid dreaming, but with frequent waking. In any case, if you're going to try it, use it consistently for at least a couple weeks before you make a decision. Of all the sleep-related supplements, the one I have found most effective (i.e. at all) personally is GABA.
Protein supplementation can fit into either the foundational or performance category. I'm a fan of protein, and it's very common for busy people to not eat enough dead animal matter, so I like supplemental protein. My favorite is MRM Metabolic Whey and Optimum Nutrition egg protein. Those of you who are super sensitive about chemical additives can find stripped down supplements that have pretty much nothing extra, and tend to taste like the inside of a stranger's underpants.
Performance supplementation will obviously vary dependent on the type of sport or activity being undertaken. The most common are protein supplements, post-workout protein/carb combos, creatine, BCAAs and glutamine.
I talked briefly about protein a second ago, but with regard to performance nutrition, I do like immediately post-workout protein dosing. For those of you trying to gain weight, try doing 20-40 g of whey or egg protein shortly before training as well. Post workout, 40+ g of protein is a good bet. Include carbohydrate at doses relative to the type of work you did. For pure strength work, particularly low rep training, minimal or no carbohydrate is fine. For training that includes more conditioning type work, a solid dose of carbs can be helpful, unless you're fat and not interested in staying that way. For strength-oriented training of a higher volume variety or weight gain situations, the protein/carb combo is a good idea. Cytosport makes a product called Cytogainer that fits this bill pretty well.
Creatine is another supplement I like. It's cheap, appears to be harmless, and sometimes works quite well. A large percentage of people will see no noticeable results from taking it. If you're one of those people, obviously you don't need to bother. However, there is some evidence that taking it at bedtime may increase growth hormone release, so you may want to experiment with that. I don't bother with a loading phase, and like to take a break from it periodically. Ideally you can time these breaks with back off weeks or transition weeks between training cycles. 5-10 g per day is a good dose.
Branched-chain amino acids are popular among the weight gain crowd, but I've never been impressed with them and at the doses required to theoretically be effective, they're expensive. Many protein supplements already have increased amounts of leucine, isoleucine and valine (and often glutamine as well), so you probably don't need to bother. Experiment if you want. You can take a dose pre-workout and post workout, and even during your workout.
I do like glutamine, though, particularly post-workout. I feel it helps recovery and is relatively inexpensive. Use big doses of 10-20 g or you're wasting your money.
That's about all I can stand to write about nutrition in one day, so hopefully that was helpful. Now I'm going to go eat a barbecued chicken pizza.