I love these kind of questions myself. I love lists: like the top 100 movies lists. When all those top 100 lists came out at the end of the millenium, I was in heaven.
However, I feel to answer this question is impossible. A "supplement" is just that; what I mean is that it depends on the person's diet what he/she needs to supplement with.
For example, far and away consuming a carb/protein mixture after a workout is more important to your success as an athlete than taking alpha lipoic acid, but that doesn't mean you have to get those carbs and protein in a protein powder shake. As far as I know, unlike creatine or protein or carbs, there is no food that in dietary proportions is going to supply the same amount of the ALA as supplement capsule (like tuna will with creatine).
Almost no Americans get enough Omega-3's, so I might say fish oil pill, but let's suppose you're Nordic or Mediterrenean or maybe just that American freak who can't go a day without his mackerel and salmon- if I recommend a fish oil pill to you, I've helped you none at all.
So I guess my answer is steroids.
Sorry, I know this isn't what you're looking for...but it's what you found.