Without any actual knowledge of your height, weight, etc. I'd have to go with food and maybe a protein powder. It all depends on your ability to gain weight, keep it on, your ability to consume large quantities of food, etc.
Some people like Ronnie Coleman hardly use supplements and have the ability to eat ridiculous quantities of food. Personally I can never consume enough calories to put on good weight without throwing up.
If you understand your nutrition and how it effects you and your ability to gain muscle I would advise looking into a protein powder.
If you are a rare individual who can eat enough protein in whole foods though I would highly recommend you do that first.
Also I wouldn't call it a supplement but one thing that helps me bulk is cardio. Doing cardio increases my metabolism and appetite which allows me to consume more food.
Good luck gaining weight and maybe try to refine your question so you can get some more specific answers.