Same boat here. 8 months ago I weighed a tiny 117 lbs at age 19.
Now 20, I have added over 20 lbs of lean muscle mass to my body, and still waiting for more. I feel too as though I have tried EVERYTHING and just cannot seem to gain anymore weight. I took protein, creatine, NO2, and weight gainer shakes religiously in the first 4 months, and that was where all the gains were.
Training is hard, not only the work, but sticking to a schedule for working out, and also consuming meals. You've gotta eat EVERY 2 hours. High carbs, high protein meals. Taco Bell and Mcdonalds aren't going to add any healthy weight to you. Try checking out
Bodybuilding.com - The Future Of Bodybuilding! Huge Bodybuilding Site. and
Bodybuilding Supplements Online for some tips and maybe some products to try. Just keep at it and it will come, and if not, at least you'll be healthy. All the trainers at my gym said that it was "VERY HARD" for smaller guys to gain weight.
Free weights and compound movements (deadlifts powercleans) will be your best friend. Also switching up your routine every so often will help to train different muscles. Good luck!
HTH
Shaun