If you're feeding a high quality food designed specifically for ferrets, then supplements shouldn't be necessary. That said, you can still offer small amounts of them as treats, such as a little Ferretone (a skin and fur supplement).
If you need to supplement your furkid's diet for whatever reason (not so great food, treats, etc) then here are some suggestions. These were taken from the Holistic Ferret Forum. The post in question can be found here and was posted by Sherry, the admin.
Fish oil is one supplement. It is a good source of omega 3's, it benefits the heart, the circulatory system and the brain. It also might reduce the risk of certain cancers. On the other hand, there are a few risks. It can cause digestive upset (diarrhea, etc) and has the potential to oxidize oils. Sherry feeds her BIG ferrets 250mg per ferret per day.
Ferretone, of course, is specifically designed for ferrets and is good for the skin and coat. Don't overfeed it, though, because it has Vitamin A and too much of that can actually poison your pet. The recommended amount is no more than 1.5 teaspoons per day.
Ferretvite is also designed for ferrets. It comes in a gel and again, there is Vitamin A involved so don't overfeed it. Recommended dosage is .5 teaspoon per pound of body weight.
You might not consider Extra Virgin Olive Oil as a supplement, but it can be useful as well. It is an excellent hairball remedy, and it has been proven effective against Heliobacter Pylori, which is a common ferret ailment.
A note here. PLEASE don't try to medicate your ferret without seeing a vet. If you think something is wrong, reach for the phone, not a supplement. It could make the difference between life and death.
These are just a few supplements that are available. As always, the best way to proceed is to discuss them with your vet. He/She is the best qualified person to decide if you really need them or if they can be used predominantly as treats.
(It has come to my attention that the quoted material was not actually from Sherry, but from Jennifer (mustelidmusk) and she should be credited for it. Thanks for sharing, ladies!)