The best supplement for gaining clean weight is whey protein, but you would need to make sure that you are getting a clean product without unnecessary additives and sweeteners. Another thing to bear in mind when choosing whey protein, is that you need to get a product made with whey isolate, not the concentrate. The concentrate will have a lot of lactose in it, and unnecessary carbs, whilst the isolate has no lactose in it. This will be a much cleaner protein, that will help you gain lean weight. The Isolation by N2BM is a good example of such a product.
Just make sure to use supplements as such - supplements that are meant to fill in the gaps in your diet, and not replace food. In the end of the day, real food will have more nutrients and will always be a healthier alternative.