To supplement or not to supplement:
That is indeed a difficult question -- or at least, a difficult question to answer.
On the pro side, many people feel certain supplements help skin and coat, help joints and arthritis, help heart health, improve well being, promote healing -- the list goes on.
On the cautious side, many vets feel a dog fed a balanced diet does not need additional vitamins. As with humans, there's evidence that amounts beyond what dog needs and can utilise are simply excreted in urine --creating some expensive urine as supplements do not tend to be cheap! There are also concerns by many pet nutritionists that giving a variety of supplements can actually cause problems if they are now knowledgably balanced -- one can be in conflict with another, and oversupplementing in one area can cause a depletion in another area, including causing some health risks.
If you decide to supplement, or want to learn more, here are some useful links:
Chart of supplements and what they can be used for, and dosage
B-Naturals site and free newsletter
Nutritionist (and cavalier owner) Monica Segal's website with newsletters and booklets