If in fact you have a vitamin deficiency -- as in, your blood has been tested and it shows that you have a B12 deficiency -- then injections are in order. Blood tests for B12 (and other deficiencies) should have been part of the testing done to determine whether you have MS (a long-term B12 deficiency can lead to some neurological deficiencies). But it would be very unlikely that your doctor wouldn't have told you that, and ordered the shots, if indeed you have a deficiency, so demanding B12 shots from him won't get you very far. They're expensive, obviously intrusive, and not helpful unless you are lacking B12.
I've not heard that vitamins A, C and E are detrimental, but of course I'm not "up" on all the latest medical literature :( But taking a multivitamin certainly would not harm you, and may be helpful, particularly if you don't eat a balanced diet.
We Americans are "blessed" with food that has been fortified -- read the labels, and you'll find that things like milk, juices, breakfast cereals, breads -- all sorts of things have been fortified. Some will claim to provide "100% of your daily nutritional needs". So if you eat a variety of those things, you'll generally get MORE than enough of the basic vitamins to meet your health needs. There is some evidence that people in general lack vitamin D -- that vitamin that you can get from sun exposure (among other sources), so 15 minutes in the sun, in teh cooler parts of the day (like early morning, late afternoon) could be helpful.
I take a multivitamin..when I remember it, and lutein (a vitamin supplement for my eyes). That's pretty much it.
Please do this, though: if you start taking ANY supplements...even vitamins, even "natural supplements", over-the-counter stuff -- anything added like that to your daily routine, please make sure you tell your doctor what you're doing. You may choose to continue to take those things even if he advises against it..but at least he'll know what else you're taking, should there be any health problems down the road.
...I am not a doctor, nor health professional, and don't pretend to be one, here.....