Even the AMA has published a statement that the general population should take a balanced multivitamin/mineral supplement daily.
One should not expect to "feel" any different from taking a multi for a couple of days. You might notice that over the course of several years that you haven't been "under the weather" as often as before taking the multi.
The urine color you noticed is typically caused by riboflavin (B2). B vitamins are water soluble and are eliminated quickly. This is a good reason to avoid "one-a-day" multis.
I like the formulation of "Daily Two Multi" by Nature's Way.
BTW, males (and females after "the change"), unless actively donating blood or a blood test (ferritin) has shown otherwise, should not take a multi with iron.
For general, fairly unbiased, health and nutrition information, consider the "Health Action Newsletter" published by the Center for Science in the Public Interest.
Finally, for all of you living above the line connecting Atlanta and LA (and us below the line, but work indoors) check out The Vitamin D Council's web site.
All the best,
Bob