Heya Jamster-
My trainer and her husband own a supplement store/gym. I asked a ton of questions and watched what they do and have come to determine that a lot of supplements are unnecessary. I follow their recommendations...
I take BCAA (branched chain amino acids) pre and post workout. These, in layman's terms - help to fuel the muscles and prevent muscle breakdown as body fuel. This is supposedly very important during weight loss. I have NO DOMS when I use it regularly. It really helps with the pain. I'd take it for only this reason, it truly works.
I also take ZMA (Zinc Monomethionine Aspartate plus Magnesium Aspartate and vitamin B-6). Traditionally a men's supplement, but also used by women. Helps with muscle growth and sleep. I care about the quality sleep.
I occasionally use protein shakes - but have come to rely more on food pre and post workout. I also use energy drinks before and during lifting sessions to help with a boost.
I have taken creatine, but did not care for the side effects of MAJOR MAJOR water retention. It is basically a muscle fuel source - I think people use it for explosive lifts and strength. Some silly guys at my gym like it for big puffy muscles (the water retention). If I were to get more into weightlifting where I needed the extra boost during my workout I would consider it, but at this time I'm happy with my progress. It's a good supplement though.
Both BCAA and ZMA are super affordable. I paid under $10.00 for each. I always take the capsule form, not powder. The taste is terrible.
HTH!