i second that diet changes re processed foods and empty calories are fundamentally important. (fyi: rule of thumb re processed foods, proposed by a doc whose name i unfortunately forget :S - no more than three listed ingredients in anything packaged)
as for nutrients and supplementing, i definitely agree that testing is critical. it's a point that seems to be missing by and large, from a lot of the ms/nutritional resources out there. however testing has always been a first and foremost kind of activity with me. even way back when i was trying to cheat biology and live without vitamin b12! :S and although ms patients are more likely to be too low in suspect nutrients than too high, it's always best to check. especially when you don't yet have a diagnosis (although i do find that across the board, certain similar nutrients can be problematic regardless of the various expressions of disease in different individuals). even with testing, i did find myself accidently going too high in a nutrient once, with vitamin d3.
at the same time, i very much doubt that a high potency multi-vitamin would do you any harm, and without omitting dietary changes, it could be a step in the right direction while you pursue any testing you might have access to.
best of luck with your ongoing investigations, enjoy exploring healthier ways to eat, happy reading, and welcome to TiMS
my approach: no meds so far - just nutrient-dense anti-inflammatory whole foods, and supplements where needed
info: www.whfoods.com, www.nutritiondata.com