protein powder - in the interest of simplicity, its really no different than protein from real food other than the fact that its more convenient. the fact that it does anything that food doesnt do is a misconception. all the variations of "whey" protein powder str digested faster than real food proteins, but this characteristic is over-valued imo.
weight gainer - generally just protein powders + cheap carb powder. some will have a powdered fat source, and maybe include other supplements like creatine, r-ala, etc. I dont use weight gainers. I take protein and mix it in a blender with oatmeal, maybe some wheat germ, peanut butter or olive/canola oil, and sometimes fruit depending on what time of day it is. this ends up being cheaper, generally tastes better than most you buy off the shelf, you can customize the macros (carbs, protein, and fat) however you want, and you know whats going in it.
creatine - does not build muscle. it helps delay the onset of muscular fatigue, and increases strength slightly, which, over time, can lead to more muscle gain, but nothing other than food and steriods actually builds muscle.
the link in my sig sells protein, creatine, as well as other supplements. its where i buy the majority of my stuff.
edit: im not retarded, when i edited my post, the "creatine" paragraph is its own separate paragraph, not connected at the end of the weight gainer paragraph, its this fucking board that cant post shit right.
