According to the new issue of Consumer Reports: The 12 most dangerous supplements:

aconite
bitter orange
chapparal
colloidal silver
coltsfoot
comfrey
country mallow
germanium
greater celandine
kava
lobelia
yohimbe

It is a pretty good article and balanced.
Also has a vitamin rating article.

September Consumer reports 2010

I can't quote from it...or link to it. Get at your newstand or library if you want to see the whole article.

I believe I saw this on GMA.

The article goes on to list in table format the following nutrients that have positive research as being effective for some:
(my comments in red)

calcium ---it is now being suggested by some doctors that for patients taking high dose Vit D, that calcium supplements may not be needed, or if taken should be below 600mg daily. This is a new caution to prevent hypercalcemia.

cranberry

fish oil ---I would think Krill oil will soon follow and be added since it appears to be at least as good as and some say better than fish oil

glucosamine --I think this supplement is falling into disfavor with new studies showing less effectiveness, but some people still use it and like it

Lactase enzyme for lactose intolerant people

Lactobacillus

Psyllium fiber

Pygeum

SAMe

St.John's Wort

Vit D

I am not going to go into all the details of these, as interactions can be found on the net easily.

This site is one of many with good up to date info on interactions with drugs etc:
http://www.umm.edu/altmed/

just a personal word of warning re calcium carbonate

we have discovered much of it comes from oyster shells and they appear to be very high in lead!

now use calcium citrate instead

Yes, the OsCal brand uses oyster shell sources. I never would let my customers choose it. Some calcium carbonate is manufactured in chemical plants, and supposedly that contamination (which also includes cadmium in addition to lead now BTW) is supposed to be not a worry. The best way to tell is to read the labels carefully. Oyster shell must be listed in the ingredients if present.

The citrate form is slightly better absorbed, and also good for patients with a history or worry about kidney stones. Citrate helps prevent the calcium oxalate type which about 80% are.

But yes, thanks for the reminder, Chemar!

I've taken kava quite a lot in the past. So glad i stopped a few years ago.

I have moved away from using premium protein supplements recently due to budget issues. I am now using cheaper supplements but I am not entirely sure if they will be as beneficial to me. Does anyone have any advice?

It depends on who makes them. I have noticed that some good brands are coming down in price here in the states. I don't know what you have available there. The process would cost some money to manufacture, so ultra inexpensive types may not be what they claim.

this website: www.iherb.com ships to UK and has many protein powders, whey and soy, at reasonable prices. Jarrow for example, is one. Often things in stores can be much higher in price than iherb's (sometimes double or more!). Many of us here use iherb.