Gaining weight is a common topic on powerlifting, weightlifting, and bodybuilding forums. There are no shortage of protocols (and opinions) on the topic.
I've read that the easiest way for one to put on weight is to "Drink your calories.", as in whey protein and/or whole milk. "GOMAD" is a common term referring to drinking a Gallon Of Milk A Day. Milk is mentioned in Starting Strength. Rippetoe says that, for novice lifters (that would be most of us), the effects of drinking copious amounts whole milk are no different than that of taking steroids.
Not that he (or I) would advise taking steroids. He's just saying that that is how effective milk is combined with "newb gains" that everyone experiences for the first 2-3 years of dedicated lifting. He thinks any other supplements (including whey) are a waste of money (IIRC). You simply need lots of calories.
He even goes so far to say that any calories will work...including McDonald's. When trying to gain mass, McDonald's calories get processed and turned into muscle like anything else.