Hi Muscles,
I've heard that
www.davidgym.ch is the place where the hardcore guys and visiting pros go. You asked about somewhere near the central train station, so I'd suggest you check out
www.mcfit.ch, which has a pretty decent weight training room (which is where I'm heading right after this message).
For supplements, check out
this thread, but actually
this shop is the place your looking for.
Let us know how you get on.
Cheers,
Diem