The general consensus is that some sun exposure is OK (experts say about half the time it takes your skin to turn pink and begin to burn is a goal you should shoot for), but supplementation is probably necessary to obtain optimal levels, especially if you're at high risk for skin cancer.
How do I know if this is something I should worry about?
A lot of factors play a role here, including your race, your habits, and your age. In other words, if your skin is dark, you lurk indoors, you shun the sun, you're a vampire, or you're growing older (as we all are), then your vitamin D levels may not be where they should be. Since only about 30% of people fall within adequate ranges, it's more likely than not that you could stand a bit more.
There really is no general consensus on optimal levels (obtained through a blood test), which makes diagnosing a true deficiency challenging. The Vitamin D Council says that anything under 30 ng/ml should be considered deficient, but the National Endocrine Society says anything under 20 ng/ml is cause for concern, although those who test between 20 and 30 ng/ml might want to consider supplementation.