You might want to see a Chiropractor or a PT about the hip and shoulder pain, unless the hip pain is in the front of the hip arthritis is most likely not the case. The only problem with those supps that I am aware of is blood pressure medication and high blood pressure, but go ask a pharmacist to be sure, they are much more versed in drug/supplement interactions than most doctors.
You might also want to look into fish oils (like Phill said) for the joint pain if that is the case. It could also help with the depression. Also check into calcium and magnesium, these supps can help with muscle spasms, which may be contributing to your pain.
The BCAA that are in your protein powder are basically the same as what you will buy separately, it’s just they are mixed in with the protein powder. Again like Phill said, they are assimilated faster, since the body does not need to turn them into what they already are, aminos.
These are great because they come in a easy form to take, either powder or pills, and you can take them with you wherever. If my wife is taking a little to long getting ready for dinner I just down some aminos.
I also use them during workouts, I mix amino acids, Gatorade powder, CEE and glutamine powder(don’t dare post John Barr’s Glutamine article, I have already read it, and I take it for purposes other than just building muscles). With about 35 ounces of water, my performance during workouts since using this combo has greatly improved. Not saying do this, just giving you an idea of what I do.