Your doctor can do a blood test. Depending on where you are, it should be pretty easy to get them to do it; just say something like "I've been feeling tired and down since winter (or whenever it started), and was wondering if we could check my vitamin D levels?"

It really is a good idea to go to the doctor first, to get the right dosage. If you're deficient, then you might need more than you think. A lot of people -- myself included -- didn't take enough the first few times and concluded that it wasn't doing anything, but found it life-changing once the right dose was found.