Your diet should supply you with the majority of nutrients that you need. If you mostly eat real food, as in meat, fish, eggs and vegetables, you should be good. But there are a few cases in which targeted supplementation makes sense.
These are the supplements I take on a regular basis:
Creatine Monohydrate
Creatine is cheap, effective and safe. It improves body composition (makes you stronger) [1] and cognitive performance (makes you smarter) [2]
Dosage: 3-5g per day, usually in the morning or after a workout
I use this one, but it really doesn’t matter. Don’t buy the expensive stuff.
Vitamin D
Vitamin D is so important [3], it should be a hormone. It regulates our immune system and is involved in the correct function of over 1000 genes in the body. If we don’t have enough sunlight, we can’t produce it. Since today we tend to spend most of our time indoors, that can be a problem.
Dosage: ~20.000 IU per week, as Vitamin D3, usually in the morning
Vitamin A
Dosage: 20.000 IU per week, as retinol, the one I use
Vitamin K2
EPA/DHA (Fish oil)
Dosage: 2-3g per day, usually with a fatty meal, as eating other fats at the same time helps with absorption
Magnesium
Dosage: 100-200mg (as glycinate/lysinate chelate), the one I use, usually in the evening before bed, with potassium
Potassium
Dosage: 200 mg, the one I use, usually in the evening before bed, with magnesium
References:
[1] Creatine is safe and effective, especially if you resistance-train
http://www.ncbi.nlm.nih.gov/pmc/articles/PMC3407788/pdf/1550-2783-9-33.pdf
[2] Creatine improves brain cognition
http://www.ncbi.nlm.nih.gov/pmc/articles/PMC1691485/pdf/14561278.pdf
[3] 8 Gründe für Vitamin D
http://smart-body-transformation.com/blog/8-gruende-fuer-eine-nahrungsergaenzung-mit-vitamin-d/