Not all vitamins are created equal. Just as whole foods are healthier than processed, natural vitamins are more beneficial than synthetic because their nutritional components are better absorbed, utilized and retained by the body. This "bio-availability" makes natural vitamins a better deal despite being more expensive. Natural vitamins are derived from food sources and contain a complex array of nutrients that are bonded to proteins, fats, and carbohydrates. They contain beneficial co-factors such as antioxidants and bioflavonoids, which are essential for better absorption and maximum utilization.
Synthetic vitamins are isolated chemicals that mirror their counterparts found in nature. Although synthesized vitamins will work if you are deficient in a particular nutrient, you will not be getting the same benefit due to the lack of bioflavonoids. Furthermore, many synthetics are derived using harsh solvents and may include coal tar derivatives, fillers and preservatives.
The most important rule when buying vitamins is to look for brands using plant or animal sources. For example, vitamins A and D are natural when derived from fish oils, vitamin B complex from yeast, and vitamin C from citrus, rose hips or acerola berries.
I advise my patients to take vitamins only to address a particular problem and not to just “cover your bases.” Save your money and eat a wide variety of fresh, minimally-processed foods instead. If you strive for 20 different whole food ingredients daily, you will be getting all the nutrition you need directly from food.