Scientifically, that seems to be a tough question to answer. But it's probably better if your body makes it because it will be more easily usable. You only need 15 mins of direct sun exposure to produce more than enough for your daily requirements. The problem is my body has stopped producing Vitamin D. We've tried kick starting the system with the 50,000 IU dose and it barely moved my levels.

Of course, the sun is also free (unless you worry that 15 mins/day can cause cancer) while if you buy supplements you'd want the high quality ones and preferably in a fatty medium for easier absorption. The D3 form is more easily converted by the body into an active form.