Vitamin D is one of the vitamins that actually does help to take. My GF just had a physical, some bloodwork done, and her Vitamin D levels are woefully deficient. (This is Minnesota, we don't get much sun) I take vitamins about once a week, to make sure I'm not missing any trace nutrients. But I also eat a mostly healthy diet.
Eating a healthy diet full of whole grains and fresh veg and fruit should provide all that you need. The thing that most people don't understand is that a chemically derived version of (insert vitamin here) is not the same as eating (good natural food source of vitamin) For example, carrots are a good source of vitamin A (beta carotene). I can almost guarantee that there are some chemicals or cellular structures about carrots that scientists have NOT yet identified that make it infinitely more bio-available than the synthetic version.
For anyone interested, check out the book 'In Defense of Food, an Eaters Manifesto' by Michael Pollan. It goes in depth about food "trends" for the last 100 years, and how they've all proven to be bunk. Vitamins, Protein, Oat Bran, Trans Fats, etc. Good reading. The bottom line conclusion is that nothing beats a diet full of a variety of whole fresh foods.