Make sure that you have something high in vitamin C--like an orange or other fruit-- when you take in iron, as it increases assimilation of iron by quite a bit.
Other ways to increase iron absorption:
Cook in cast-iron pots (cooking acidic foods, like tomatoes--think chili and tomato sauces, works especially well, as more iron is transfered into the food from the pot: is that the reason why tomato sauce left in a cast-iron pot overnight will turn dark?).
Things that interfere with iron absorption:
Tannic acid (found in teas: green or black). Don't drink tea with meals.
Milk and milk products. A glass of milk, or equivalent serving of cheese, will reduce by 1/2 the amount of iron your body absorbs from food it's taken with.
Oxalic acid (found in spinach, rhubarb, beet greens and chocolate).
Phytic acid: found in whole grains. The ones that interfere most with absorption are those in raw foods, like wheat bran (the worst offender).
(I didn't remember this off the top of my head, except for the oxalic acid and vitamin C, but referenced "Becoming Vegetarian.")
IMO, It's best to get your iron from your diet if possible, and not from a supplement (which can lead to too much iron). I suggest first seeing if you have eating habits that interfere with the absorption of iron (do you put wheat bran and milk on your cereal in the morning and drink a cup of tea? is a lunch of spinach salad accompanied by a chocolat dessert and a cup of tea?) or that avoid things that could help with absorption (do you not eat fruits?), changing those, then getting your blood tested to see if you need a supplement. If you make the changes (which doesn't mean avoiding the foods that impede absorption, but paying attention to their timing--with tea, for example--and making sure you also promote absorption)AND add a supplement, you might actually start to get too much iron, which is in some ways much worse than being a bit low.
HTH!