There is no reason to believe that it will always (or often) be better than your doctor

Scott Alexander wrote a long post about how his clinic fails to stock Melatonin because there's no drug reps encouraging them to stock any Melatonin.

If you ask most doctors for Vitamin D3 supplementation I don't think they give the correct answer of 2000+ UI per day taken in the morning.

People on LW might be both better at reading studies and evaluating the statistics and have spend more time researching a particular issue than the average doctor.