Nicely, sunlight is best. While we are still not knowing nearly enough concerning all the details, that's a safe bet. Even the supplement lobby acknowledges that:
Despite the increased risk of non-melanoma skin cancers, the Vitamin D Council recommends moderate sun exposure and 5,000 IU of vitamin D3 on days you do not get sun exposure. We are not alone. Recent studies imply that sun exposure does more than simply make vitamin D and that one cannot fully replace the benefits of sun exposure by simply taking a vitamin D supplement.
There are differences. Differences between sunlight synthesised and supplemented. But also between those two types compared to D derived from food.
Just one example: Sunlight D remains twice as long in the blood compared to ingested D:
Vitamin D: The “sunshine” vitamin (2012)
Sources of vitamin D
A major source of vitamin D for most humans is synthesized from the exposure of the skin to sunlight typically between 1000 h and 1500 h in the spring, summer, and fall. Vitamin D produced in the skin may last at least twice as long in the blood compared with ingested vitamin D. When an adult wearing a bathing suit is exposed to one minimal erythemal dose of UV radiation (a slight pinkness to the skin 24 h after exposure), the amount of vitamin D produced is equivalent to ingesting between 10,000 and 25,000 IU. A variety of factors reduce the skin's production of vitamin D3, including increased skin pigmentation, aging, and the topical application of a sunscreen. An alteration in the zenith angle of the sun caused by a change in latitude, season of the year, or time of day dramatically influences the skin's production of vitamin D3.
Further, producing D uses up cholesterol and sulfate, since D is found in more forms in the human body than just those D1-3 compounds:
Determination of four sulfated vitamin D compounds in human biological fluids by liquid chromatography-tandem mass spectrometry. (2016)
The determination of both the water-soluble and lipid-soluble vitamin D compounds in human biological fluids is necessary to illuminate potentially significant biochemical mechanisms. The lack of analytical methods to quantify the water-soluble forms precludes studies on their role and biological functions; currently available liquid chromatography-tandem mass spectrometry (LC-MS/MS) methods are able to determine only a single sulfated form of Vitamin D. We describe here a highly sensitive and specific LC-MS/MS method for the quantification of four sulfated forms of vitamin D: vitamins D2- and D3-sulfate (D2-S and D3-S) and 25-hydroxyvitamin D2- and D3-sulfate (25(OH)D2-S and 25(OH)D3-S). A comparative evaluation showed that the ionization efficiencies of underivatized forms in negative ion mode electrospray ionisation (ESI) are superior to those of the derivatized (using 4-phenyl-l,2,4-triazoline-3,5-dione (PTAD)) forms in positive ion mode ESI. Separation was optimised to minimise co-elution with endogenous matrix compounds, thereby reducing ion suppression/enhancement effects. Isotopically labelled analogues of each compound were used as internal standards to correct for ion suppression/enhancement effects. The method was validated and then applied for the analysis of breastmilk and human serum. The detection limits, repeatability standard deviations, and recoveries ranged from 0.20 to 0.28fmol, 2.8 to 10.2%, and 81.1 to 102%, respectively.
Different forms have different actions and even if all forms might be transformed from D3 alone that requires enzymes whose efficiency is not necessarily equally adequate across the whole population or whose inter-actions involves competing pathways. Supplements usually contain only one single form.
But since skin colour, clothing habits or necessities, and latitude make it almost impossible for many people to get enough sun exposure there is just no other way but too increase the D level by ingesting some form to reach amounts needed or amounts considered 'optimal' or beneficial.
As can be seen from the second link:
sunlight > D-containig food > supplements
Sunlight (as always: in moderation) has other beneficial effects beyond D, but even as food might not provide enough D, supplements then are still very probably a worthwhile option.