Chicken, hamburgers, steak, fish, milk, whole grain pastas and breads....
Calories and a proper training program put weight on your body. Specific sources of calories such as protein, good carbs and fats make an optimal situation for muscle growth.
There is not a magical weight gaining supplement out there. Protein powders, meal replacement packs etc are just calories high in protein, the same as chicken, steak, fish etc.
The one supplement that would be a definate tried and true aid in muscle building is whey protein directly after you train. Due to it's quick absorption rate and your bodies hormonal response to training, your muscles will suck it right up.
Other than that, don't buy in to the supplement hype so much. Some sups have their place but for gaining weight you just need more calories and food will be best for that.