I follow the Swank diet for MS - I consider that similar to supplement because I'm using food in it's natural state to treat.
I also take the following for MS. I take a few others, but the MS-related ones are the most important to me:
fish oil (for it's antiinflammatory affects)
grape seed extract (for it's ability to help keep blood vessels intact and less permeable)
Vit D (numerous studies showing it's importance)
Multivitamin
Baby Aspirin
Chondroitin (to help keep those joints well lubricated and because of a small study showing benefit to MS)
I also try to cook with ginger and turmeric regularly because both are proven antiinflammatory agents. I used to take them in capsule form, but find I enjoy it more when I cook with it.
Do they help? Not a clue!

I take them because I hope that they will help in the long run. It definitely is worth the time to investigate any potential supplements you will take as well as checking out particular suppliers - so you can make sure you get what you are paying for. I fell into the trap of taking so many that it was total overload. I try to limit what I take now so that it's more manageable.