Creatine monohydrate
3–5 g daily. Improves strength and power output. Decades of research, an excellent safety record, and it's cheap.
Caffeine
3–6 mg per kg of bodyweight before training. Effective for strength, endurance and perceived effort. Cycle it if you use it daily.
Protein
A food first, a powder second. Whey is convenient and well-absorbed; isolate is useful if you're lactose sensitive.
Beta-alanine
3–6 g daily for efforts lasting one to four minutes. The tingling is harmless and fades with consistent use.