Well, I don't know about taking caffeine (THAT"S HOW YOU SPELL THAT WORD........took me forever LOL) while on WD's, I am sure though that IBKleen gave you an excellent reason. What I do know and I highly have experience in (I almost died) is that people CAN have caffeine overdose. It's an ugly experience, I will never go through it again. This wasn't like I was caffeine sensitive and found out, I was up to massive amounts of caffeine and when it hit, I was on the side of the highway barely clinging to life.
IBKleen has an excellent amount of knowledge regarding this stuff, and some others will come on later.
I am just putting that warning on there, if it works for you, great, just please please use moderation of some kind. Here is a link that shows it ain't all me. I know you are more than capable of looking caffeine up on wikipedia, but, there is a chart if you scroll down that shows how much is in what and it explains where caffeine overdose is possible.
I used/use vitamins. I know this is on someone's post IBKleen, but I noticed you said before the vitamin way wasn't for you, what did you use?
For most people it gives them the "jitters" (like me) which only fuels anxiety and heightens the withdrawal discomfort. I know the lack of energy is rough but adding unnatural substances in the early stages can be uncomfortable. But hey, if it works for you---I suppose it can't hurt.