I'm pretty haphazard about my multi (though I regularly take B12 and D), but one of my New Year's resolutions is to get back into taking them. I think they are good insurance, but do not substitute for a healthy whole-food diet. Also, studies have shown risks from taking vitamin A (retinol palmitate), isolated beta carotene or folate in supplement form (they should be obtained from food), so look for a multi-vitamin that doesn't contain them. Dr. Fuhrman's Gentle Care formula is a good one, and it's based on a lot of research.
Also, if you eat foods that are vitamin enriched (like cereals) watch that you aren't getting too much of certain vitamins (actually, I'd avoid vitamin-enriched cereals, as they contain mostly synthetic, isolated vitamins, and probably vitamin A, beta carotene and/or folate).