I take the following dietary supplements:
Natural Factors Ultra Multi-Plus (multivitamin)
Omega 3-6-9 EFA Oil Capsules (Reduces inflammation and may help prevent heart disease and treat mild high blood pressure, every diabetic should take Omega 3 supplements). *
*The one restriction to this is for people who take blood thinning medication, as Omega 3 EFA thins the blood. Discuss with your doctor.
Folic Acid (usually recommended for women who are trying to conceive, but Folic Acid also may help reduce the chance of developing high blood pressure and *may* also help prevent heart disease. The studies have been conflicting).
Flax Seed oil (1 capsule) Again, reduces inflammation.
I sometimes also take a calcium or B12 supplement. Many diabetics also take antioxidants like Vitamin C. Caution must be used with Vitamin E, as it is fat soluble and may cause liver damage.
While it is true that some can get all the nutrients they need through proper diet, those with chronic health conditions such as diabetes benefit from supplements the most. Many studies find that diabetics are lacking in everything from Magnesium to Calcium. In some cases, this is due to a restricted or poor diet. In others, it is directly from high blood sugar. Still in others, it is due to inflammation from the underlying disease process, like autoimmunity in Type 1 diabetes. Perhaps supplementing these essential nutrients can help keep the person in better shape and further reduce some complications, along with good control.
In Germany, dietary supplements are a normal part of a diabetic's care, and Benfotiamine, a synthetic long acting version of Vitamin B1, is used to treat diabetic neuropathy with some success.
It's too bad that preventative medicine like supplements are not covered nor prescriped in North America.

I think they truly can help keep diabetic's healthier and may even help *eastablished* complications.
Please note, always check with your doctor or pharmacist (better choice usually) about any supplements you want to add. Some may interact with your medications.