What are the best nutritional supplements to use with a weightlifting program?

First, assuming you are weight-lifting to build muscle, you need to be sure to include enough quality Protein to support muscle mass gains. If you have problems consuming enough protein from your meals, I recommend adding a quality whey protein to your diet. High protein meal replacement powders are also a good source for lean quality protein. Approximate daily intake of one gram of protein per pound of bodyweight has been recommended.

Use a quality Multi-Vitamin/Multi-Mineral formula. Take extra Antioxidants, particularly C and E, and Beta Carotene to help prevent the normal breakdown of muscle tissue which normally accompanies strenuous exercise. Taking antioxidants regularly also seems to improve one's capacity for protein synthesis and tissue regeneration following exercise.

An under-rated supplement is the amino acid L-Glutamine. This supplement assists in adding new muscle, maintaining existing muscle, and dropping fat at the same time.

Creatine Monohydrate is scientifically developed with ideal transport ingredients to insure optimum cell uptake.

EFAs, or essential fatty acids, are healthy fats that can help support your efforts tremendously.

There are many good supplements available; but these are basic ones.
I hope this helps you. Happy weight-lifting!