I think you've asked a great question CY333. I guess it would depend exactly on what type of supplement you are using. Following a sports injury, I needed to bulk up on muscle mass on my legs, which had atrpohied slightly after long rest and using crutches. After a month or so, I looked at protein/muscle building supplements to enable me to have an intake of protein quickly after exercising, as apparently this is beneficial.
I've been using a blend of whey protein, L-Glutamine, and Creatine which I got from Holland and Barret. I've noticed a definitive improvement, by having just one shake a day (opposed to the recommended 2 servings) after training.
I too would be interested to know whether the supplement I'm taking ,may incur negative urine sample results if I were to go for my class 1 initial. I know that there are many other nutrients etc in the "mix" so I'm curious as to whether they could potentially cause me some bother. However, I'm told Creatine is naturally occuring anyhow (for example in steaks), so perhaps that wouldn't be an issue.