BCAAs are one supplement I'm never without. I always train while sipping on some. BCAA stands for branch-chain animo acids and unlike other animo acids that you find in, say, whey protein, BCAAs are metabolized in the muscle and not in the kidneys. To look at it another way BCAAs feed the muscle directly so they can immediately use the fuel for energy production and protein synthesis. And the good news is BCAAs on their own do not contain any calories.
BCAAs come in many different forms -- liquid, pill, powder or already combined into other supplements such as pre workouts and protein powders. Although you may already be getting some premixed into other supplements it's still very useful to take in some BCAAs on their own.
I prefer to take my BCAAs as a powder that I can drink during my workouts. They make a refreshing and tasty beverage to sip on between sets and I also feel a little boost when training with BCAAs. Like I can push a tad bit more.
They come in many flavors, shop around til you find one you love. Some taste amazing but are full of artificial crap. All-natural and unflavored BCAAs, on the other hand, taste like crap. Really.
Clean BCAAs that actually taste pleasant are surprisingly hard to find. But I've found MRM's BCAAs + G Reload and I'm very happy with it.
You don't absolutely need BCAAs. But they are particularly useful in times of heavy dieting and intense workouts when you want to burn fat but spare your muscle mass. A steady stream of muscle food in the form of BCAAs may prevent your body becoming catabolic and breaking down your own muscle.
Sipping on some BCAAs are also useful when you're feeling a bit peckish but know you aren't really hungry or shouldn't eat.