I'm a terribly picky eater. So terrible in fact, that there is a single green vegetable I'll consume and zero fruits. Sure, I'll eat things comprised of processed vegies (love me some pizza), but I won't sit down and eat a tomato, pees, bananas, etc. Okay, I eat potato's too, but that's a stretch.
So while I haven't done any research on the matter, I'd say it's pretty conclusive I don't get a good portion of nutrients I probably need or at the very least would benefit from.
That said, I take a "one a day" men's vitamin and then a single 1000mg Vitamin C supplement. Maybe I'm doing more harm than good? I'm not sure.