It's worth pointing out that many nutrients not only start having diminishing returns, but can actually lose effectiveness as you get higher in dosage -- irrelevant of toxicity. The current predominant hypothesis as to "why" has to do with gene expression -- certain ranges of nutrients aid in gene expression, but overdosing can actually reverse said gene expression.
It's something to keep in mind -- not only can (random example) 6000IU not be better for you than 3000IU, it can actually be worse, even if you're nowhere near the toxicity threshold. It might not be "toxic," but it could undo the beneficial effects of a lower dosage.
Sadly, I'm too much of a newbie to post links, but a Google search of the terms "vitamins and gene expression" will give you links to several scholarly papers on vitamin C, A, and D in relation to gene expression, all on the first page of the search.
Again…this is a fairly new field of study, and might turn out to be flawed, but for the time being it's worth learning about.