The most important thing to look for when you choose a glucosamine supplement is the amount required for your dog by weight. The less expensive supplements and the foods or treats with added glucosamine just don't have enough to make a difference.
Lady needs 300 mg per day according to my vet. She weighs 7.5-8 pounds. Here's a nice chart for OTC medications:
http://www.walkervalleyvet.com/otc-meds.htm
As far as what brand, it's best to stick with the top brands like Glycoflex or Cosequin. They really are the best. You get what you pay for in this case.
It's also important to get your puppies knees checked by your vet if you're hearing popping noises in his joints.