It's great that you are concerned about your baby's health.
However, you are more at risk of ingesting a harmful substance with "natural" unregulated products than you are with a standard vitamin.
Unless you are on a vegan diet, you probably consume a lot more artificial dyes daily than you will with a tiny vitamin. Many, many foods we commonly eat have artificial dyes.
Things like lead have been found in vitamins, especially "natural" ones. I suggest you take an FDA regulated brand. You can research good ones pretty easily, but I think you should just go with the ones your doctor recommends. And like others said, I haven't heard of doctors saying you don't really need them.
Do your best with your kids' diet as they grow, but don't get freaky over it, as you will never be able to prevent them from consuming a certain amount of chemicals. They are everywhere.