What about alternative and natural products?

Be careful. These terms refer to non-mainstream medicine. Personally i would prefer to take a pill or undergoe a prescribed treatment that has been well studied, with known side effects and proven to work, rather that one that has not been well studied, side effects aren't fully known and not proven to work in any large scale study.
Depends. On what supplement, which manufacturer & what problem you're trying to address. Some folks would rather take melatonin for trouble sleeping or st. John's wort for depression. Depends also on what approach feels comfortable for you. Good luck.