My answer would depend on: 1) your goals, 2) your typical dietary plan, and 3) your age.
I never used any supplements until I got a bit older (past 40

) and found that my body wasn't producing what I wanted it to in order to keep up with the intensity of my workouts. Plus, I was interested in adding muscle, so I needed more protein but didn't want to eat an entire chicken every day.
I've settled on:
- a preworkout drink that contains caffeine anhydrous + amino acids + nitric oxide (Body Rush); side effects can include slight bowel issues, light-headedness & increased BP, but none of those are that significant for me
- a workout/recovery drink + BCAAs (Endurox R4 + GNC brand BCAA); no real side effects
- a protein mix for strength training days (GNC Amp Wheybolic Extreme 60); no real side effects
- a meal supplement protein blend (Dymatize Elite); no real side effects.
I also take a multivitamin + fish oil, but I would do that without working out anyway.
Just my

, hope this helps