Not in winter if you live in northern latitudes:

"If you live north of Atlanta (ahem, Boston), it’s impossible to produce vitamin D from the sun in the winter, because the sun ray’s never get high enough in the sky for the ultraviolet B rays (UVB) to penetrate the atmosphere. This can be a problem for most of us that aren’t lucky enough to have winter homes near the Equator."

source: http://www.bostonmagazine.com/health/blog/2013/01/11/vitamin...

This is true. Having a lamp that produces UVB radiation could help (with appropriate use and eye protection)

That depends on your latitude, altitude, and the season. The type of UV that most effectively produces vitamin D (UVB @ 296 nm) cannot penetrate the amount of atmosphere between you and the sun if it is too low in the sky.

And natural synthesis reaches an equilibrium after about 15 minutes of exposure.

So for many, the most efficient way is swallowing a 10000 IU capsule 1 to 7 times per week.

FWIW I've been doing in the 8-10k range for a bit after reading some other stuff online since my vit. d levels were pretty low, but doctor suggested I tack it back to around 4,000 IU / day max. Still helping, and less risks of (relatively rare), but random side effects.

The fat-soluble vitamins are the ones to watch out for: hypervitaminosis A, D, E. Vitamin D can be frustrating because there's a long delay between when you take supplements and when your levels rise.