How do you decide what supplements to take?!

I've heard of evening primrose oil, maca root, Vitex and a bunch of other herbal supplements, but how do you know what is safe to take? I was on EPO and got PG but had a miscarriage, so I quit that one.... Not sure if that's what caused it but I think I'm OK without it. I just don't think doctors are "in to" supplements. What do you do?? Go all natural and hope for the best or do you take something to "increase" your chances?? If so, what do you take and why???