I think a very important take away from the links Grizz posted above is that much like iodine, vit D has many cofactors that it works with and taking D without them can cause issues and some here have even reported having them.
Adding vit D increases magnesium use so those borderline deficient in magnesium (which is an estimated 50%) adding Vit D will exacerbate mag deficiency. D needs A to a ratio of about 5:1 (A to D). Vit K is essential in the mix as well to make sure the calcium in your body goes where needed. Cod liver oil generally has a good A to D ratio built in.