Creatine monohydrate
For strength, power and muscle gain alongside training
The most researched sports supplement. Taken daily while strength training, it tends to add a little more strength and muscle than training alone. Plain monohydrate is as good as any fancier form.
Dose studied: 3 to 5 g a day, with water.
Careful: Talk to your doctor first if you have kidney disease or are pregnant.
Sources: Kreider et al. (2017), ISSN position stand: creatine
Protein powder
For meeting a daily protein target
Not magic: a convenient way to reach the protein you'd otherwise get from food. Whey, casein, soy and pea all work; choose what suits your stomach and your ethics.
Dose studied: As needed to reach your daily target, often 20 to 40 g a serving.
Careful: Choose third-party tested products, especially if you compete.
Sources: Jäger et al. (2017), ISSN position stand: protein and exercise
Caffeine
For endurance, power and alertness
Consistently improves performance in many kinds of exercise. Most people get it from coffee; pre-workouts often contain a lot more than you'd guess.
Dose studied: around 3 to 6 mg per kg about an hour before training.
Careful: Mind your sleep. The FDA cites about 400 mg a day as an amount not generally associated with negative effects in healthy adults; less if you're sensitive, pregnant, or have heart or anxiety conditions.
Sources: Guest et al. (2021), ISSN position stand: caffeine and exercise performance · FDA: How much caffeine is too much?