I am not a doctor, and am not advocating a particular vitamin brand. What I do use is this supplement and have found it to be pretty powerful. Being a vegetarian, I get the vegetarian capsules. This one is also good if you have allergies to peanuts, dairy or shellfish.

If you've gone to the dr recently, they may be able to advise you on the appropriate strength of vitamin D to take to meet your specific needs. I know from routine physicals that I'm vitamin D deficient anyway, and take a bit more than the average person might as a result.

I like to take the Vitamin D in the am. For me, it impacts my wakefulness during the day positively and my ability to sleep at night negatively if taken too late in the day.

Finally, no matter what supplement you ultimately choose, check out the quality of it before you buy. There are websites like Labdoor that rank vitamins based on quality. There is a huge problem with how unregulated (in the US) vitamin supplements are and many supplements don't contain what they say they do on the bottle. There are other vitamin quality comparison websites, google for those and look at a few to feel comfortable with what you are getting.

Good luck!