Dave at Crossfit Buffalo asked me to post something on vitamin D's benefits for exercise.
Scientifically speaking, Vitamin D supplementation might increase your exercise performance. Practically speaking, it's a good bet that it will if your levels are low.
It's a textbook phenomenon that a low level of vitamin D (vitamin D deficiency) decreases muscle strength. Most research that I've seen over the past 10 years or so bears this out. I've personally seen extreme cases of it - like a patient being able to stand up from a wheelchair after vitamin D status is normalized.
Furthermore, a great many people have vitamin D deficiency. I'd estimate that around 30 to 40 percent of people in my city who are not taking supplements have it.
So if we put two and two together, you reading this are somewhat likely to have vitamin D deficiency, and vitamin D deficiency leads (at least in extreme cases) to lower muscle strength, so taking vitamin D might improve your exercise performance.
There isn't much direct evidence that I've seen in the literature that vitamin D supplementation in young, healthy athletes helps athletic performance. However, there's a chance. And vitamin D is safe up to 4000 units per day for adults.
Personally, I think this is one reason why the Buffalo Bills are always losing.
UPDATE: more on vitamin D and exercise.