Taking supplements is a personal issue. While it's true that a well-balanced diet should give you the nutrition you need, there is data to support the use of supplements in some situations.
First, I generally recommend against Vitamin C, Vitamin A, and Vitamin E supplements. I don't think the data supports their use, and as Jaquta suggests, there could be some risks, particularly with A and E.
Some supplements that do appear to be beneficial include Vitamin D, Calcium, and Fish Oil.