In my case the supplements have literally changed my life. I sleep better, I don't get mid-afternoon drowsiness any more (which I had for years), and my wife can predict whether I've been taking my supplements based on my mood.
EDIT: I should have mentioned that the blood test is extremely easy and inexpensive. Though try to avoid Quest Labs as there have been reports that their results are not accurate for Vitamin D. I have little doubt that my grad school years - in the office before 9am and out after 7pm - hurt my skin's ability to make Vitamin D. I started having afternoon drowsiness then and for over five years. Within one day of starting the supplements it has completely gone away.