I trained and supplemented naturally for years. During that time, I experienced the disappointment of most OTC supps. A few that actually gave me benefit were the following: protein blend for evening calories before bed, and two more shakes througout the day. This got me in the 200-300g of protein a day that I felt I needed at my bodyweight.
Other than that, I took desiccated beef liver tabs and BCAAs. Creatine was OK for me. I was not a hyper responder, but it did work.
I agree with what others have said, the key ingredient is whole food intake. The supps help, but none of it is magic. I was working, eating and training diligently, and adding 5 pounds of lean mass per year was about the best I could do, in my best years. A couple of pounds of lean mass per year was more typical.