Yeah, gyokuro and silver needle are the highest in theanine I believe. Not a very cost effective way to get your "dose", but delicious.
Seriously, I would recommend anyone who drinks good tea to try the suppliments. I think you would enjoy the effect. It's also very good for you. Promotes alpha waves in the brain, and good for the brain in general. It promotes deep, restful sleep and supposedly wards off dementia and alzheimer's, along with a host of other benefits. Best of all it's a caffeine antagonist, so it smooths out the caffeine jitters if you get a litttle tea crazy and over caff yourself. For that reason alone it has a place in my medicine cabinet.
I'm not big on suppliments either. Most crap out there is merely excreted one way or another without any absorption or can actually be harmful. I take the odd multivitamin a couple of times a week- mainly for the iron (lighter teas leach iron from the body), and B vitamins. Other than that I suppliment with vitamin D at varying dosages depending on the season. And I take fish oil occasionally.