cillakat has a great vitamin D thread with lots of good information on this. I forget which category it is in. I hope she'll find this thread quickly and give us a link. The Vitamin D Council web site has lots of good information, also. I think 4000 iu is going to be the new recommended daily dose for anyone with health issues.
A key point is to be sure to read the finest of the fine print on your bottle and be sure you aren't getting any retinol or fish LIVER oil in it. Retinol is the cheapest form of vitamin A, and it defeats your body's ability to make use of D. You have to watch for fish liver oil in these supplements like a hawk. I just discovered that the 2000 iu caps I've been getting from Costco have cod liver oil in them! You'd almost need a microscope to find it on the label.
I have a bottle of 5000 iu caps of the Now brand that I am switching to.