Taking certain nutritional supplements for muscle building is not absolutely necessary; you can do without them, however, some of them really do have their advantages. They can give you an added physical and mental edge.
They help to enhance performance and can help in the muscle-building process. Although some are a waste of your time money and effort, there are a few that do actually perform.
Supplements help to fulfill the missing link that may occur during an intense muscle-building phase.
You do need some supplements for greater muscle growth.

Here are the supplements I'd recommend for Muscle-building.

Creatine:
A great supplement that always produces positive health and muscle-building benefits. Helps to fill the muscles with fluid making you stronger and able to lift heavier and recover faster.
Good bodyweight gains achieved with this, which allows you to lift more for better muscle growth stimulation.

Protein Powders:
Whey protein isolate is the best fast acting protein to aid in repair and growth of muscle tissue after an intense training session.
Casein Protein is a slow digesting protein best taken just before bed to supply the body with a continuous flow of amino acids for repair and growth through the night while you sleep.

Weight Gainers:
A high calorie supplement is a good idea if you consider yourself as being under weight. High calories are needed for muscle endurance and optimum performance and effective muscle repair.

You'll want to stay healthy while you're on a muscle-building quest so I'd also recommend:

A good multi-vitamin/mineral supplement:
To offset any nutrient deficits that may occur during an intense training program. Vitamins and minerals are essential for good health and well being.

Vitamin C:
A great immunity booster and free radical destroyer.

Vitamin E:
Great for Cell integrity and vitality.

EFAs:
Essential Fatty Acids:
Great for overall health and helps promote the body's production of Testosterone - the muscle builder.

Note: You should always check with your GP or other health professional before taking any nutritional supplements.

Along with the supplements there are other elements that you need for muscle-growth:

A sound workout routine that induces muscle growth and does not over-train the muscles.
A good healthy high calorie diet. Eat six smaller meals instead of 3 large meals.
Sufficient rest and recovery time. Your muscles have to be fully recovered.
Discipline Commitment and Consistency.
A few supplements like the above.

The bodybuilding supplement industry is big business. You really don't need all those "miracle" muscle-building supplements that come onto the market, but once in a while they do actually bring about a supplement that actually does what it's reported to do.