One leading reason people take vitamin supplements is to protect against cancer. But sadly, this strategy has been a flop. While studies continue on whether vitamin E and selenium can help reduce prostate cancer risk, data already show that beta carotene actually boosts the risk of lung cancer in smokers. And zinc, as well as high doses of folic acid, may also do more harm than good for men seeking to ward off prostate cancer. The bottom line: Supplements do not reduce cancer risk.

In addition, vitamins are not recommended for heart disease prevention. Trials of B vitamins have failed to demonstrate protection against heart disease. But people who eat fish twice a week enjoy a reduced risk of heart attack and sudden cardiac death. Leafy, green vegetables and whole grains also help protect against heart disease.

If supplements can't protect you against cancer or heart disease, what can? Current evidence suggests that exercise may be a crucial weapon in reducing the risk of some cancers. Studies show that active people are less likely to develop colon cancer than sedentary individuals, and that women who exercise can reduce their breast cancer risk. Exercise's effect on prostate cancer, however, is less clear; studies have produced varying results. Evidence is also incomplete for lung and pancreatic cancers. But when it comes to reducing the risk of heart disease, regular exercise is associated with a sharp reduction in heart attacks and cardiac deaths.