From my own experience I have noticed the most noticiable physical "effect" / benefit from:
1. A good protein supplement. I think a major improvement as far as I am concerned has been the inclusion of a pre & post workout drink. Thats why I'm so excited to try Primer & Driver as it seems that Brian has really researched this area and created a quality product specifically designed for this unique window of opportunity.
2. EFA's This one was a sleeper, but I do notice a big difference in my energy levels, strength, and even my skin, when taking it regularly. 2 of my favorites are Udo's Special Blend and a new one by Seranno Labs called Omega 3. I'm sure other blends work well too.
3. Creatine (but only my first cycle) I had tremedous pumps for 3 weeks... just moving would create a pump

I was in heaven... After that. I have never noticed anything except a possible strength increase. But there is enough research that i believe it is helpful to cycle it in
4. ECA Stack: Yes A true ECA stack does seem to work, at least for me. At least energy wise. It is one of the few supplements I noticed a realy physical effect from. Increased workout energy mostly. As far as weight loss? Maybe a side effect of the increased energy during my workout.
5. BCAA's: they give me extra workout endurance & a great pump when taken pre & during my workout. I like Beverly's.
6. Vitamin Although I don't "feel" it, there seems to be enough evidence to take one just to cover the bases.
I've tried lots of other supplemets over the last several years... Ya ..I've been suckered in... and I've come to the soending money on. Good Quality Proteins from a reputable source being a primary one, and the above mentioned ones for me.
The rest? well if you have disposable income I guess you can give them a try, but my guess is most will give you minimal results if any at all, at east thats been my experience.
Tom