I generally try to work nutrients into my diet rather than supplementing. There are two supplements that I think most people need to take, though, in order to get optimal amounts:

1. Vitamin D3 in the winter for those in temperate latitudes. Otherwise, get some sun.
2. Vitamin B12 is produced by bacteria and one of the tradeoffs of modern hygiene/sanitation is low B12 consumption. This might be unnecessary if you eat enough fermented foods, but I'm not sure.