I always prefer to take things these things the way they're found in nature, rather than isolated in a pill (bonus points if people have been taking them for a really long time with no ill effects). So I take cod liver oil instead of vitamin D supplements.
Do you get the oil by sucking on an actual cod liver?
Note that regular unrefined cod liver oil is very high in vitamin A, so you can kill yourself by drinking enough of it(see hypervitaminosis A). Vitamin A pills contain trivial amounts though(to stop people from killing themselves I am told), so the cod liver oil is a nice way to go if you feel that you need to supplement for some reason. And of course you also get the D, some nice fatty acids, and maybe a little mercury too.
The vitamin D in cod liver oil actually comes from the algae the cod eats, so a pill based on that algae is closer to it's original state than the oil.
