If you're eating a decent diet, I dont' think they're necessary. I saw something recently about how the majority of them are just flushed straight back out of the body.
I don't suppose it can hurt though. I do have some, take them when I remember.
I have to take iron tablets, and so does my daughter, as we're both slightly anaemic. They aren't cheap but the alternative is to eat lots of spinach (bleurgh) or liver (YUK!!).