I thought a lot myself about supplementing with vitamin D as I dont get much sun exposure. Vit D usually comes with oil because it is a fat solubile vitamin but I have always avoided syntetic forms and chose instead to supplement cod-liver oil. But I am not myself that satisfied with this olution as the amount of vit D in it is not that high and if you take too much of it, it is very easy to overdo with vit A... But I have read so many conflicting advices about the issue that I think I will decide after having had a proper blood test.
In the meantime I just try to eat a lot of vitamin D rich foods, like eggs, fish and some kind of mushrooms