The graphs you link to show Vitamin D having "good" evidence of improving well-being, well above the "worth it" line.
But I would expect studies showing Vitamin D only effective in some cases of depression, just like Coffee is helpful in some cases of headaches. Depression seems much closer to being a symptom than to being a disease. So anything that fights a root cause of depression will only work for those people whose depression is caused by that specific root cause, and will have many people reporting it doesn't work for them at all.
The graph has Vitamin D listed multiple times, for multiple health issues. I don't doubt Vitamin D is good, but for mental health, it lists it in the lower half (below the "worth it" line) - in the category of "Slight" evidence.
No harm in taking it, given all the other health benefits. You have to take a ton of it before Vitamin D has harmful effects.
I would guess that most human health issues that are universal across the species have been discovered at this point. Vitamin C and Iodine deficiencies cause serious problems for all humans. Large studies that see some small effect are likely to be variance where a few people are have large positive effects and others not or even negative. That is your individual genetics and other factors are going to determine if some advice is useful for you. Listening to your parents and grandparents is probably more useful than reading almost all modern health studies.
Except in studies, where it is still inconclusive.
For general supplement research, I tend to look at:
http://informationisbeautiful.net/visualizations/snake-oil-s...