Some supplements may be worth their weight

For two nutrients, mounting evidence has shown that taking supplements may be beneficial: vitamin D and omega-3 fatty acids.

For example, a 2003 study in the Journal of Clinical Endocrinology & Metabolism found that more than half of 93 Hawaiian surfers were deficient in vitamin D. If those who live and play in sunshine — a key to the body's production of vitamin D — are deficient, then the common recommendation to allow sun exposure to the hands and face for 15 minutes may not ensure vitamin D sufficiency for the rest of us, the researchers wrote.

The National Institutes of Health has also warned that many Americans cannot produce as much as needed from the sun exposure alone.

And very few foods contain vitamin D, which is crucial to bone health and immune function. The U.S. Food and Drug Administration recommends adults get at least 400 IU of vitamin D each day, with the help of supplements if necessary. [Related: 9 Good Sources of Vitamin D]

Omega-3 is an essential fatty acid also found in relatively few foods. Among its many health benefits, omega-3s promote brain function and help prevent heart disease by decreasing the amount of inflammation produced in the body.

The American Heart Association recommends eating fatty fish such as salmon, tuna, sardines and herring at least twice a week, as well as taking fish oil supplements.