Here's my take on this subject:
I started taking supplements about a month ago. I saw a naturopathic doctor who helped me develop a "program" tailored to my body's needs. I've been trying to lose weight, and even though I will eat right and exercise almost daily, I've not been able to lose more than a few pounds, and those pounds end up coming right back on.
I've found that "supplements" are so much more than just vitamins, and that even with vitamins, it makes a big BIG difference where you buy them.
My naturopathic doctor started me on Nature's Sunshine vitamins. I firmly believe after trying the products that Nature's Sunshine is the absolute best supplement/vitamin manufacturer on the market. Their products are all natural and exceptionally pure. At any rate, I started out with what's called Super Supplemental, which is a heavy duty "multi-vitamin". I also started out with what's simply called Food Enzymes. I felt the difference IMMEDIATELY! The first side effect was lots and lots of pee'ing. When I told my doctor about this, she said, "That's normal, but drink lemon water to help relieve the acidity in your urine, and that will help." Basically, my body had been building up toxins because it didn't have the nutrients to get rid of them. In addition to my body now having the nutrients to get rid of the toxins, the Food Enzymes were helping my body break down the proteins in my food so that I could digest and absorb them better. Lots of drainage (ears, sinuses....other areas I won't mention here), but now I seem to have finally hit an equilibrium.
I will now start a supplemental product called Evening Primrose Oil. I believe that this product might be one of the answers to my inability to lose weight. This product will work on the "female system" and help correct it, because I've known for some time that I've got "female problems". I've been told that it takes 3 months of regular use to really start to see results from this product. But that's fine by me.
Next, I will take something called Hoodia. This is a natural appetite suppressant used by the tribespeople in Africa when they go on long hunts. It enables them to go for longer periods of time without eating...and it doesn't wire you up or cause ill side effects. The formula I'll take is very mild and will only help with hunger cravings between meals and won't affect my meals themselves. I have a problem with what I consider abnormal hunger between meals, and I need help with this. It is very hard to control and Hoodia will help me eat normal caloric levels.
Those are just my thoughts, but I can tell you that since I started taking the Super Supplemental and Food Enzymes, I've had the best workouts EVER! I've really felt it!