When I lived in the Northern hemisphere I would use a sunbed during the winter months. While studies do show an increased risk of skin cancer, I think there are probably a lot of confounding factors such as sun worshippers who use sun beds AND have high levels of sun exposure. Unfortunately these can skew the figures. The most positive results seem to come from Scandinavian studies where excessive sun exposure is less likely.
So long as you don't overdo it, you should be fine. I felt better after I used a sunbed. Whether this was vit D or something else I don't know.