>Iron is something which should be supplemented with caution, where as with selenium and magnesium you can throw caution to the wind.
JV, I know what you mean about iron and dont' want to be picky here but I don't think you can or should take as much magnesium and selenium as you like as everything has to be in balance. Also selenium can be quite toxic in high doses, in fact I think I might have overdone it myself. It can cause amongst other things mild nerve damage, liver damage, hair loss, anaemia and can knock out other mins eg chromium.
>Note that the type of selenium matters a lot. Synthetic varieties - i.e. selenomehionine are toxic in high doses and probably not utilized all that well. The best kind of selenium are food based supplements - e.g. yeast based.
Also I believe sodium selenite can be fairly toxic as it's inorganic. Yes probably food-based are best.