I've been taking vitamins targeted at hairloss prevention on and off since the late 70s.
Can't say that anything's helped in this area - but they haven't hurt.
Basically, my philosophy on vitamins is that they help set the stage for healthy hair growth to occur. I wouldn't consider them the end all and be all in hairloss prevention though.
Having said that - here's what I started doing beginning July 2004:
Biotin, B-complex, calc/magn/zinc, E, Ginko, L-arginine, L-lysine
~ 10/19/04, added MSM, Inositol, Saw palmetto, Beta-Sitosterol, C, Flaxseed Oil,
~ 03/01/05, added Choline, Fish Oil, Fo-Ti, Grape Seed Extract,
~ 03/01/05, dropped Saw Palmetto