I'd just like to start off by saying no supplement can effectively replace poor sleeping habits, dehydration, or a lack of exercise. If you can get 7-8 hours per night, drink water throughout the day, and get several hours vigorous physical activity at least every other day, you're 95% of the way to an optimal frame of mind. These things should be made a priority, regardless of how much you have going on.
That being said, I've found a few that have worked for me, or have research supporting their efficacy. Most of these I take to help with strength training and recovery, but they have some cognitive effects as well:
Caffeine (200 mg tablet)
- All of the cognitive effects and none of the gastrointestinal distress of coffee
- Few cents per pill, compared to $2-$3 for a coffee with a similar amount
- Consume with plenty of water
Ephedrine
- Sympathomimetic that is used as an decongestant and appetite suppressant
- Helps with allergies, with none of the depressant effects of benadryl or reactine, so you can breathe easier through your nose rather than your mouth
- Promotes concentration, but too much will cause anxiety and high blood pressure
L-theanine
- Helps reduce anxiety so you can concentrate on a task rather than dwell on your issues
Creatine
- Mostly for power output during strength training, but has shown some cognitive benefit
- Very well studied and safe
Phosphtidylserine/choline
- Just started with this so not sure if it does anything
Fish oil + Vitamin D
- Everyone should be taking this, or getting enough fish/sun exposure
A great resource with peer-reviewed scientific evidence for hundreds of supplements:
http://examine.com/supplements/Nootropic/