There are many supplements that are useful in building strength and endurance in athletes.Unfortunately, there are many more scams then there are useful products. Here's a list of some proven supplements that you can safely use to improve your athletic performance.
Creatine Monohydrate: There have been over 800 studies logged in the National Library of Medicine on creatine supplementation, and the results have been overwhelmingly positive. Creatine is a naturally occurring substance that your body makes. Your body uses creatine phosphate to "re-energize" your body's energy source, ATP. After your body uses ATP (adenosine triphosphate) for energy, it becomes ADP (adenosine diphosphate)--in other words, the ATP loses a phosphate. Creatine phosphate can then give it's phosphate to ADP, making it ATP again. This means that you are able to expend more energy without fatigueing. This translates to better performance. Creatine has been shown to be extremely safe, but I would not recommend it to anyone with kidney problems as the kidneys are required to process creatine. Creatine use causes more water to be stored in muscle tissue, so be sure to get enough fluids to avoid dehydration. Interestingly, new research shows that creatine supplementation can lift mood in people with depression by increasing energy levels in brain--other research has shown benefit in strengthening the heart after heart attack!
Whey Protein: Whey protein has been shown again and again to aid in the development of muscle. In addition, and more importantly in my opinion, undenatured whey protein raises glutathione levels. If you've read my antioxidant article, you know that glutathione is your body's main antioxidant and detoxifier. This is extremely important for athletes since energy production generates huge amounts of free radicals--the more you exercise the more free radicals you create. I have an excellent undenatured whey protein on my website--check it out. Also check out my whey protein page (you'll see that I also tout whey protein for it's bone building power--I have many patients with low bone density reporting increased bone density scores after one year of whey supplementation!)
Beta-Alanine: This amino acid buffers acidity in the body. As your muscles work you create acid that increases fatigue. Supplementing with beat-alanine increases carnosine in muscle tissue, which buffers the acid and allows you to do more muscular work without fatigue (carnosine itself is broken down and not absorbed well--because of this it does not work as well as beta-alanine). Most studies have used about 4 grams per day. The benefits of beta-alanine are best for short bouts of explosive energy.
Ashwagandha and Ginseng: These two herbs are similar in that they are both adaptogens--herbs that provide a boost to the immune system and a long-term boost in energy levels (endurance). Ashwagandha is from the Ayurvedic tradition, and ginseng is from the Chinese and Korean traditions. They both come with a host of health benefits, and I recommend giving each a try and seeing which you prefer, or, rotate back and forth between the two. You can read more about Ashwagandha here, and more about Ginseng at The Sigung's website-- here.