Opinion by the founder of VitaminDWiki

Photochemicals are generated by UV light which are not in vitamin D3. - reference = Holick
As of August 2010 we do not know what these photochemicals are or their roles in the body.

There are several diseases, such as MS, which seem to be prevented or treated better by UV and the sun than with vitamin D

The vitamin D level in the blood created by the sun and perhaps UVB seems to last much longer (longer half-life) than when it is created by vitamin D3

The body has a mechanism to deal with excessive vitamin D from UV and the sun - it is called tanning
Most people (Eskimo and Inuit are exceptions) can consume a toxic dose of vitamin D
Fortunately the toxic dose of vitamin D is not reached at 40,000 IU daily in 3+ months or 100,000 daily in a few weeks

It appears that the sun is better than ultraviolet radiation (typically sun tan beds) which is better than vitamin D
However:
It is time consuming, and/or expensive to use the sun or UVB
It is, fortunately, very easy and very very low-cost to take vitamin D and cofactors

Personally I am getting lots of sun AND vitamin D

See also VitaminDWiki

Update: Health benefit of Sunlight is more than Vitamin D in the blood - many studies

• Benefits of sun are more than vitamin D – 2008
• Sun is better than UV, which is better than Vitamin D
• All items in category UV and vitamin D 381 items
• All items in category Sun and vitamin D 331 items
• Overview UV and Vitamin D
• How much time in the sun
• UVB better than vitamin D supplements for pet reptiles – March 2010
• UV better than vitamin D in reducing metabolic syndrome in mice – Thesis Aug 2013
• UV produces more than vitamin D – Aug 2011
• UV improves immune system without increasing vitamin D levels in male mice – Sept 2012
• UV for is for the birds
• Perhaps more benefits from UV than just vitamin D - 2006
• Overview UV and Vitamin D
• UVB better than Vit D supplements for pet reptiles file - abstract
• UV - not too little and not too much WHO 2006
• Optimize vitamin D from the sun
• 5 Amazing Properties of Sunlight You've Never Heard About
• Less intestinal cancer in mice if add vitamin D, but even less with ultraviolet light – June 2014

See also VitaminDWiki and MS

• There is more in UV than vitamin D which suppresses MS in mice – April 2010
• Lack of UV 20X more associated with MS than any other variable – Dec 2010
• MS prevention by UV is 3X better than prevention by vitamin D levels – Jan 2012
• Hypothesis - more in sunshine than vitamin D to reduce MS– Feb 2010
• Mouse MS: UVB but not Vitamin D reduced incidence - April 2010
• Increased sun and vitamin D both reduced MS risk – March 2011
• UV suppresses MS but vitamin D might not – March 2010

Sun's Heartbeat 2011 book

Some of my colleagues think D3 supplements are enough, Cannell says
But that supposes we know everything. I suspect that we do not know everything. Natural sunlight has to be the preferred route whenever possible