Depends on what supplements you're looking for.....as far as I know, the GNC shops don't have much of a choice, but you might want to check there first...There's also a shop called Al Mana Go-sport in Villagio where you can get creatine and protein shakes. The problem with ordering them from abroad, is that they'll probably get detained by customs.

There's a related thread with some information here if you're interested.

http://www.qatarliving.com/node/920929