If you're eating a good variety of fresh vegetables, meats, fish etc, you shouldn't really need a supplement.
I take magnesium, Vit D3, and flax seed oil. Every now and again I'll take a month's course of a multi-vitamin and mineral, just to be sure.
Don't forget we need some fats eg to metabolise Vit D. Also dairy has calcium, but you can get that from (eg) broccoli and other veg, as long as you eat enough.
My diet (Viv's Modified Atkins Diet) is on the Low-crab Forum. Worth a look, even if you don't want to go so low carb.
Viv 8)
edited once for typo.