How to supplement your paleo diet without going overboard or applying too much thought...
The paleo diet is fantastic, and while paleo meals contain many different food groups which themselves contain excellent nutritional properties, sometimes you'll need to cover your bases.
Some areas of nutrition require a bit of bolstering, and let's be serious; sometimes it isn't possible to give your body everything it needs every single day.
I will attempt to break this post up into sections which are easy to understand, internalise and action.
I'll provide pro's and con's to each option I recommend so that you can make your own mind up on which option is best for you.

• Multivitamins: What multivitamins are required vs what multivitamins are desired
• Essential fatty acids: When to take them and which ones to take
• Other supplements: Green tea extract, protein shakes and weight loss substances

MULTIVITAMINS Multivitamins are widely considered as being essential to any diet.
Most people do take vitamins as part of a "good practice" philosophy and that's OK.
In fact, taking vitamins as a supplement to your paleo meals is favourable.
However, should taking multivitamins be a requirement? Perhaps not...
I'll explain why:

• You should be eating enough daily to get all the nutrients your body needs, If you haven't got this right, perhaps you need a cookbook which could provide you with some recipes you can use as a base to fall back on.
  Ensuring you get enough good protein, fat and calories every day can be difficult, and having a paleo centric cook book on hand can take the guess work out of meal making.
  
• It's not that you require multivitamins, it's just that its favourable.
  It's a good practice, and by that I mean that you should take vitamins as a supplement because its a good move on your part.
  You are covering your bases, and while it may appear at first that I'm advocating a "bandaid for a bullet hole" idea the real point is to blanket as much of your nutrition as possible and so the desired multivitamins should be as high quality as possible.
  
• Drink a lot of water.
  Because of the increased load multivitamin supplements can take on your organs, namely the kidneys and liver, you should drink more water so that you can expel waste more effectively.
  Basically, the blanket approach to nutrient supplementation that is multivitamins will allow your body to not use a portion of those very nutrients.
  These "waste" nutrients need to be expelled in the form of sweat and urine.
  

I would advise taking multivitamins which are fairly comprehensive, but are of exceptional quality.
Buy at the top of your budget, and when in doubt, stick to one of the top brands of multivitamins.
ESSENTIAL FATTY ACIDS While there is some controversy around which fatty acids are good or bad for you, the general consensus is that they are in fact beneficial.
Personally, I've noticed decreases in resting heart rate, as well as improvements in sleep, eyesight and the condition of my skin.
The EFA's (Essential Fatty Acids) I take are pretty high in dosage, about 1000mg, and while others are of competing dosage amounts, I've found that the better the brand, the better the performance.
EFA's are one of the best diet supplements you can choose to include in your paleo meals, as most people lack the required levels of fatty acids in their diets, even when they are trying hard to cover their bases.

• Try and take the EFA's at different times of the day.
  I've noticed that if I take them before I go to sleep I generally sleep better, and in the morning my eyes are rested and feel relaxed.
  This is especially good to do if you work with computers during the day and get home only to find you are looking at more screens.
  
• Eat a meal with your EFA's.
  Essential fatty acids are often derived from fish oils, and thus have some pretty heavy odur and taste if ingested on an empty stomach.
  I like to have mine with my morning breakfast, but you can have them whenever you like, as long as it is with a meal.
  

OTHER SUPPLEMENTS:

• Green tea extract: Green tea extract contains epigallocatechin gallate or EGCG, which has been shown to help your body kill fat cells, as well as prevent them returning.
  EGCG also promotes the body to store carbohydrates in top level muscle, which not only will help with muscle mass development, but also in muscle endurance.
  Make sure you take a decaffeinated supplement to avoid bouncing off the walls.
  Timothy Ferriss has a great section on the benefits of green tea supplements and EGCG in his book, "The Four Hour Body".
  
• Protein shakes: Protein shakes are an easy way of getting a relatively large amount of protein into your body.
  While the protein in most protein shakes is derived from milk in the form of whey protein, I still recommend using shakes a way of getting your protein for the day on top of what you get from your paleo meals.
  The convenience of having a protein shake available to eat is enough of a reason to make sure you always have some.
  I keep mine on top of my fridge!
• Meal replacement shakes: Meal replacement shakes are a great way to cater for the amount of meals you aim to eat everyday.
  However, some, or most of them are high in carbohydrates.
  If you are just drinking meal replacement shakes to replace one of your paleo meals, you are approaching their purpose in perhaps the wrong way.
  I would recommend that you keep a meal replacement shake on hand to be used as part of your paleo diet supplements, and as part of your entire paleo food eating list.
  

SUMMARY While the pull of using supplements as part of your diet is an easy route to go down, you should always try and eat real food for nutrients.
If you are doing lots of physical exercise then you might in fact need to supplement your paleo diet.
It will be difficult to get all the protein you need to support effective muscle growth without a protein supplement.
In fact, for active people I'd recommend using supplements to ensure good muscle development.
Multivitamins should be part of your diet even if you get a lot of vitamins and minerals from all your food.
I'd recommend you use multivitamins as a blanket approach to getting all your nutrients.
If you are going to choose one thing to add to your paleo diet, I'd say that multivitamins are one the best dietary supplement you can get and they are in the realm of being essential.

• Get a great protein shake and add it to your daily eating routine, a good protein shake is one the best dietary supplements you can.
  
• Multivitamins and essential fatty acids should be added to all your paleo meals, and you should try and maintain a steady "take them everyday" schedule to ensure your body has ample vitamin and minimal reserves to stave of infection and illness.
  
• Try and work out exactly what you need from your paleo diet supplements and only aim to get what you actually, really need.
  Excess is just that, excess, and your kidneys and liver will take a hit if you are always overloading them with excessive, concentrated nutrients.