Supplements that help to build muscle? LOL! There aren't any (that can be legally purchased, anyway)!
Okay, protein powder is a good thing if you're not getting enough protein from food, or simply aren't hungry for solid food that many times per day.
Creatine does give you a little extra energy in the gym, allowing an extra rep or two. Does this translate into more muscle? That's debatable.
Ephedrine w caffeine is an effective fat burner/ diet aid.
Other that that, forget it..... scam city!
Some of the items mentioned above by others are great supplements for general health (fish oil, vitamins, minerals, and many others, many of which I take myself for health reasons), but do not have any specific value for bodybuilding.