I also prefer to get my nutrients from whole foods, but when I take supplements, I prefer powders, (vegan) capsules that contain powders (I open my green tea extract and Vegan joint supplement capsules and add the powdered contents to my morning smoothie), sublingual sprays (B12) or liquids. I believe they would be absorbed more quickly/thoroughly (though I also think they should be taken with food, so that they aren't broken down too quickly, and so the body treats them as part of the food.
It is possible that some nutrients are best taken in pill form because they are otherwise destroyed or neutralized (?) higher up in the digestive tract and are not available for absorption later on where they WOULD be absorbed more efficiently. Anybody with more specifics on that?