"Vitamin supplements can increase risk of cancer and heart disease"

 ... Says a university blog reporting on a conference talk by a guy referring to 3 old studies (and this 2012 review). My headline comes from the Guardian online [1]. It's pretty distorted (bad) reporting, but what it talks about is still very relevant:

Smokers who have already done large amounts of DNA damage in their lungs should not super-dose supplemental vitamin A (in particular). High dose vitamin E supplementation increases risk of prostate cancer in those deficient in selenium. Vitamins can not cure cancer. In fact, folate in particular is like steroids for tumours; do not supplement with this (and certain other things) if you already have cancer!

Basically, the name of the game is balanced your personal nutrition and avoiding deficiencies. Interestingly, the main reason most people on a 'standard diet' aren't deficient in most B-vitamins is because breakfast cereals are fortified with supplemental B1, B2, B3, B5, B6, B9, B12 (and iron). You needn't worry that these are forced down your throat, so to speak, because these B's are all water soluble, trivially easily excreted by the body (but needed every day). B12 is a special example, that could/should be supplemented at far higher levels (particularly for vegetarians), since it's very important but commonly self-absorbed, while being super-safe (I currently happen to be on ~150'000% of RDA). Although going gluten and diary basically free means you have to insert your own supplements and/or eat liver (to avoid digging yourself into a nutritional hole).

The fat solubles (A, D, E, K) require a little more care because they accumulate in the body over time, with active vitamin A (retinol) potentially toxic at only ~80 times RDA for over 6 months (less in kids). However, these 4 (and vitamin C {and magnesium}) are the ones you standard eaters are most likely to be deficient in [1 - Chris Kresser]. But again, you don't have to sorry too much about supplementing provided there is a balance of particular vitamins. For example vit-D protects against vit-A toxicity and visa versa. So go for a good multi-vitamin (taken with foods including fat, for absorption). Vit-A toxicity is perhaps more notable because vit-D deficiency is endemic in our northern latitudes (due to negligible sun exposure and low oily fish consumption). Also note that it's effectively impossible to overdose on vitamins and minerals from whole foods (due to similar protective effects of counter-balance).

[1] http://chriskresser.com/9-steps-to-perfect-health-4-supplement-wisely/

Water soluble (i.e. necessary daily) vitamin C is more variable in it's need, with an immune response potentially  using ~5 or so times more than RDA. While magnesium is so vitally essential in all enzymes involved with energy (ATP) creation that it should really be a front line GP remedy for general fatigue (given the level of deficiency, and that alcohol can double it's excretion rate, etc [2 - Dr Rhonda Patrick]). It happens to form the core of every chlorophyll molecule, oddly (hence aiming for leafy greens is good).

[2] https://youtu.be/XgvgF58d3vA?t=2m19s (Magnesium Deficiency)
[3] https://youtu.be/SgiZufI0oS8