When I was in college I did the Adelle Davis thing and got myself royally scr*wed up. But I learned a lesson: all necessary nutrients are in balance in our body, and if we massively increase one or a few, we've created an effective deficiency in every other nutrient that balances with those.
I do supplement a maintenance dose of calclum and magnesium, just because I sweat out a lot of those, and I get cramps and/or tics if I don't. But I keep an eye on it, because I know if I start taking a whole lot of calcium and magnesium, then I need more iron, and zinc, and copper, and, and, and.... there's really no limit once you start down the megadose road.
If I've been sick or extra stressed or haven't been able to eat well for a while - or once or twice a year just to test my levels - I take a B-complex that's balanced on the basis of nutritional need. Solaray has a formulation. (It's low in folate, because the FDA regulates the amount.) When I start peeing out yellow B-2, then I know I'm topped back up to healthy levels and I stop taking it. 
Vitamin C, there's a feeling I get in my mucous membranes when I'm low on it, and especially in cold weather when raw vegetables and fruits aren't that good for me, I'll take that in pill form, too.
If I need an extra anti-inflammatory boost, the Omega-3 supplement my sister recommended to me is Udo's Choice 3-6-9, and I've been really pleased with it. It has a nice nutty flavor. A tablespoon a day on breakfast cereal, on a salad, or in a smoothie. But I don't crave that nearly as often now that I'm eating nuts basically every day.
Protein is something I tend to struggle with, too. I can get better meat in the winter than in the summer, so I've been eating more the past couple of months (particularly since I've been sick). If I were vegetarian, the only way I think I could get enough protein from real food is by basically eliminating grains. Which really wouldn't be a bad thing whatsoever, but it sure makes breakfast inconvenient.
Speed comes from what you put behind you. - Judi Ketteler