If you want to supplement what you need the chances are you are likely deficient in only a few of the 24 vitamins and minerals .
Magnesium may be a concern due to deficiencies being relatively prevalent, and vitamin D has had its requirements bumped up from the RDA of 400 IU to around 1,000 IU to 2,000 IU daily. Additionally, athletes may be deficient in Zinc if they sweat excessively.
If you buy a multi , Calcium and Magnesium are routinely underdosed in most so you might want to supplement with a good quality Magnesium ( I assume you get enough Calcium in your shakes ) . Depending on how much sunlight you get where you live supplementing with Vitamin D is also a consideration .