The best weight loss supplements are the ones that have been proven to work like the dotFIT meal replacements (specifically LeanMR), CarbRepel, FatRelease, and ThermAccel. These products have all the proven science behind the safe and effective ingredients and dosages. An article form our Fitness Vault titled "Can Supplements Help You Achieve Your Weight Loss goals?" has all the details and can be found here http://www.dotfit.com/content-3657.html
The best protein for building muscles is any complete protein such as eggs, dairy (casein and whey fast and slow acting), red meats, poultry, fish, etc. More importantly, if you want to maximize hard training, the timing of ingestion and consuming the proper amount are critical.
As long as you are not severely dieting, ingesting ~1 g/lb of protein daily while attempting to build muscle will satisfy the requirements. This is easily accomplished with traditional food proteins as mentioned above. To maximize training results, you will require a fast acting protein and carbohydrate (CHO) formula immediately post workout to take advantage of the post training "metabolic window" that is only open approximately 90 minutes after exercise. No traditional food can accomplish this need. This article from our Fitness Vault will give you a full view on the use of Pre/post formulas: http://www.dotfit.com/content-1564.html