Man, you bit off a huge chunk getting into supplements.
The bars are great for pre-workout, quick bite on the go type situations. They are fast, relatively healthy, and some even taste pretty good. Just be sure to look at the ingredients, and the nutritional break down.
For immediate post workout, a meal replacement shake is the way to go. Not just the whey protein shake, but a meal replacement. They provide a good source of the nutrients found in a solid meal in a more readily digestable format. This means that the nutrients your body is craving can get to the muscle quicker and begin the rest/recouperation phase of your routine more quickly and efficiently. They also provide more carbs to help keep your body from using that vital protein for energy.
The protein shakes out there are bedtime/midnight snacks if you remember to get the low carb versions. Gives your body a good supply of building blocks to repair muscle tissue broken down during your workouts, at the time when most of the repairs are going on so to speak.
Xenadrine, Hydroxycut, Metabolife, and the like are good supplements for most who use them, just be sure that you are in good health, and have NO HEART CONDITIONS! If you are not sure, see your doctor, because they can kill you if you do. The big fuss about these products is that they are dangerous to the uneducated consumer, so educate youself about the product and yourself.
There are alternatives, or at least supposedly. Bally Nutritionals markets a supplement that does not have any stimulants, ie. ephedrine/caffeine, but instead "provides you body with the raw materials used in burning fat, so that your body is better prepared to burn fat during you sessions". So they claim, I have no personal experience with this and don't really know more than that.
A high quality multi-vitamin/mineral is essential to an active individual. Granted most of us who are eating realtively healthy are meeting the biggies as far as the RDA's go, but for the active individual, those requirements are increaced. The need for the trace minerals not necessarily provided in our diets is also increaced, and as such a supplement is definitely recommended.
As for whose stuff works, stick with Designer Whey, EAS, Optimum Nutrition, and Muscle Tech. All of these companies offer high quality protein supplements. EAS and Optimum Nutrition both offer a good variety of other supplements as well. Some of the GNC stuff is pretty good I hear, but I don't have a lot of experience with most of their line, so.
I could keep going on this stuff, but I think this should be a start towards the answer you were looking for.