For general use:
protein powder, if that counts as a supplement
fish oils: these should be part of everyone's diet
basic multivitamin/mineral: can't hurt, might help, get a cheap supermarket generic
vitamin C: helps to control cortisol
calcium: may help with fat loss and calorie partitioning, especially important for females who don't consume enough dairy
maybe a basic anti-oxidant: torn on this one of late, recent research is not finding that individual anti-oxidant supplements ar that helpful, as compared to diets high in anti-oxidants
Specifically for dieting:
Ephedrine/caffeine stack: still the best
yohimbe: for stubborn bodyfat
green tea: maybe, a lot of people really seem to like this, the research shows a sufficient enough metabolic effect that it's probably useful
Specifically for strength/size:
creatine: no question, 10+ years of research and real-world results
For endurance athletes:
glutamine: to support immune function
citrulline malate: I think it needs more research but anecdotal reports are decent so far
some type of lactate buffer: I miss the old Twinlab PhosFuel