Another thing to consider is how recent the information is on a supplement you are considering to take. I only looked up one supplement, Alanine, just to check on how recent the data supporting it is; the most recent reference was from 1995, the oldest was from 1978.
This link is perfect for getting a great idea on exactly what a supplement is used for, not what it actually can do, though.
I'd suggest trying to read the most up to date information before spending your money on anything. Sit down and take the time to go through the research articles that the writers/journalists from all the magazines base their words on, go to the source, a great start:
pubmed.
I'm very confident you will find supplements that do everything they are hailed as doing (e.g. creatine, whey, casein), just read up first. Happy hunting.