I read many scientific publications on a daily basis, and I'm often amazed with stuff people are working on, but rarely do I stumble across a bit of research that backs up some previously baseless theory I've dreamed up and employ in my daily life.
I scoff at the idea of taking vitamins in pill form. The ingredients in those little pills, largely unregulated, go through who knows how many chemical extractions, purifications, and modifications; this means there is trace solvent, traces of heavy metals from machinery, vitamins that have been chemically altered by oxidative damage - all these things are in those little pills, and they are Bad Things™.
On the other hand, if you can find a good source of fruits and vegetables that haven't been ravaged by chemical pesticides and herbicides, they should be relatively free of Bad Things™, and as Guarnieria, Risoa and Porrini report here (British Journal of Nutrition, 2007, 97, 639-64), they are instead full of trace amounts of mysterious Good Things™. Nobody really knows what most of these Good Things™ are, just like we don't know what some of the Bad Things™ are, but when it comes to knowing what is good for me I'm going to trust nature over some guys who own a pill factory aiming to make a few bucks.
The authors made healthy volunteers drink either real juice from blood oranges, water enriched with the same levels of vitamin C, or sugar water as a control, and then subjected samples of the volunteers' blood cells to oxidative damage by H2O2. They concluded in part "that whole foods can increase cell resistance to oxidative stress better than single compounds". They also found that even after levels of vitamin C in blood plasma had dropped off, the juice group still resisted oxidative damage far more than the enriched water group. Apparently, there is at least one trace compound in oranges that is working in concert with vitamin C to keep you healthy. Nobody knows what this compound is, but you can rest assured it doesn't come in a pill.
For my illiterate audience, I took a picture of an orange - go eat one: