As I said above, many foods supply B vitamins--whole grains, fish and seafood, poultry and meats, eggs, nuts, dairy products--milk and yogurt--, leafy green veggies, beans and peas, etc. So Bs are present in just about everything you eat; so all the Bs you'll ever need are not difficult to find in a balanced, natural diet.
Like you, I do not see the point to buy costly, foul smelling/tasting Bs sups, when you can get the same stuff in good tasting cheaper foods.
And I tend to think--I have no proof of it but it makes sense--that Bs are better absorbed when ingested in natural form.
More on Bs http://www.mamashealth.com/nutrition/vitaminb.asp
One thing important to remember though, if you want to maximize your B intake--eat only whole grains--they are a great source of Bs.
Live brewer yeast is a good source too--with the added therapeutic benefit of containing Saccharomyces Boulardii, the main element of yeast, which figures in the formula of a number of probiotics and anticandida drugs.