Cliffman,
Perhaps start slow, with 1000 IU per day, unless you've had experience with lanolin based D3 and have had no issues. If you're fine, try more, if you like. But I always start slowly, in this case with 1000 IU a day and then over weeks I increase it.
I use pure brands with no fillers and additives, so I take the Pure Encapsulations one. I think the research is there and I would take D3 with K2. There are plenty of studies about the wonderful benefits of K2, and we know that it works sinergistically with D3 (and calcium of course). Finally, take it with a nice fatty meal and perhaps best is in the morning.
Here are some links for Pure Encapsulations products (I've used the first quite successfully and have the other two waiting on the sidelines):
http://www.amazon.com/gp/product/B00...=sr_1_1&sr=8-1
http://www.amazon.com/gp/product/B00...A23QAL417BE9Z8
http://www.amazon.com/gp/product/B00...=sr_1_2&sr=8-2
They also have a pure D3, which I have and have used.
Finally, I've been using this as well and it has proved to be very good, so much so that I'll post separately about it:
http://www.amazon.com/gp/product/B00...=ATVPDKIKX0DER
I hope that helps.