For me for cost and effectiveness I use NOW foods 5000 IU and I order through Swanson vitamins
Decent price and made with olive oil (it claims-who knows unless you take it to a lab or buy one of those $20.00 or more brands and then I still say who really knows!?!)-anyway just took a physical and my levels are great. I'm 6' 165 lbs and I am 46 years old- so I say somewhat pretty good shape for an "old" guy following paleo/primal. I'm sure you will get other great suggestions.