If you take vitamin D you need to consider taking k2 and magnesium as these help your body absorb vitamin D, as well as make sure your body doesn't deposit calcium into soft tissue such as muscles (so makes sure it goes into the bone). It's recommended to take Magnesium Glycinate at first, as apparently it's the easiest one for your body to use / less side effects, although some people find they get an upset belly / sickness when starting it, so start on the lower dose. Magnesium can make people relaxed too so many take it at night.
With vitamin D I take the Btteryou 300 spray, I was taking tablets before but they didn't up my levels. I also tried a SAD lamp but this apparently doesn't give the right type of light to up vitamin D. I also found out that you can wash off vitamin D absorbed from the sun, countries with the right level of sun light are showing low levels in people you wouldn't expect such as surfers as apparently going in and out of the water so often is just washing it off. Interesting stuff really.
With B vitamins I know some medications you can't certain types with, also many of the cheaper ones are more nasty chemicals which can actually make you more sluggish.
I'd really recommend getting levelschecked, many GPs now test your B, D, iron, calcium, and magnesium levels. Although many will only offer a serum magnesium test which some feel isn't enough. I say this because you may have high some, low others, ok others. For example I have high iron but just in range, if I took extra iron I'd have too much and then feel really groggy, too high of a vitamin / mineral can make you feel just as bad as too low. I also have high calcium but healthy high, but if I took a tablet for it too as I'm taking a really high vitamin D dose as my vitmain D is low, I would get calcium deposits in parts of my body where they shouldn't be. More studies are actually saying that multi vitamins are causing more harm than good, as generally not all our levels are low. Hope that makes sense.
I had very low vitamin D, which was causing me a lot of issues with increased pain, tiredness, tachycardia, and more. Since I have gotten my levels up to 150 I've been feeling a bit better, although not 100% as I have a few autoimmune things possibly going on. Due to this some of the time when I take vitamin C or zince I can feel very unwell for a day or two. I'm under investigation but they seem to be getting more and more of a clearer picture of what's wrong.
I take milk thistle and to be fair since taking this I've been feel a lot better, and I also take a high strength pro biotic.
So I'd really recommend getting some tests done to see, the UK is only just realising how serious low Vitamin D is. My doctors actually think it may be why my back broke in multiple places. Oh thyroid test may be a good one to ask for too, as I've met many people who went to their GP regarding depression and had theirs tested and found that theirs wasn't functioning as normal, but once they started with the right medication they started to feel a lot happier.
@Scorpius I'm veggie too but my iron is really good, it's always surprised doctors, but when speaking to many other veggies who eat very healthy diets most of them who've had their levels tested have good levels too. I've been reading more and mnore studies whilst doing more nutrition courses and it seems it really varies on the persons body not so much the diet, but also more are showing that our bodies find it easier to absorb iron from certain veg than meat. I do eat a hell-a-lot of green st00f though so that may be why mine is good, and kidney beans =).
Also it's worth noting that there may be another reason to have low vitamins, such as issues with the pancreas (such as diabetes), liver, other organs. Hence why it's always worth going to see a GP. Malabsorbtion isn't always a diet issue but something else going on. Also if you have other conditions some can be affected by certain vitamins in a negative way, not just medication.