If you are an average adult with no special diet (such as a vegan.) Then you don't need to take vitamins, you can, but they have no affect if your body already has what it needs, which if you have a normal diet it does. The best way to eat in my opinion refers to the 5/20 rule. Look at the daily percents on your food. Eat foods with less than 5% of sodium, and trans fat, but eat foods with more than 20% of dietary fiber. Also, cut down on sugary foods and fatty foods and have at least one serving of fruits/vegetables with every meal.
It's unknown whether a multi covers for missed nutrients. Food is a lot more easily absorbed than any supplement -- eating is the way the body evolved to take them in. It depends on how much you're lacking. If you can't absorb it from food for some reason, you might not absorb it from a supplement either unless the supplement is a form you can absorb. Also, multis are not created equal. Most aren't very good. If it isn't really expensive and you don't have to take 3-6 tabs a day, it won't have much in it and because of the limited absorption you won't get much at all -- one a days are almost useless, especially for minerals, which take up a lot of space. But a multi is prophylactic -- while it probably can't compensate for a poor diet, it can cover for what we miss from time to time. It can cover for those who don't eat a good variety of foods. So it's a good idea to take a really good one just to be safe if you can afford it. But if you need a particular nutrient, then you have to take that one by itself -- again, not much of anything in a multi, not enough space. The protein thing is harder to deal with, because in the short term it does have benefits for some people. It helps with building muscle if you're into doing that. It can help with weight loss in the short term, though not in the long term. Long term, too much is harmful, just as is too little. Too much from red meat is harmful, so the source is important as well. What we don't have good data on is the long-term effects of a high protein diet that isn't too high, that doesn't go overboard, but so far the results are best for a good old balanced diet of healthy foods high in fish, veggies, and whole grains, and if you eat that way, you're really not going to get a high protein diet.