Synthetic vitamins usually cost less than natural vitamins. If you do a chemical analysis of synthetic vitamins and naturally produced vitamins, they both will contain the same quantity of the vitamin the pill or tablet says. But natural vitamins are produced from natural materials. For example, natural vitamin C is produced from rose hips. In addition to Vitamin C, the tablets will contain bioflavonoids, the entire C complex. These make the C much more effective. On the other hand, synthetic, Vitamin C is made from ascorbic acid and nothing more. Thus, there is more to natural vitamins because there's more to those substances in nature.
Natural vitamin E, which can include all the tocopherols, not just alpha, is more potent than its synthetic double.
Many people can tolerate a natural product, but will be allergic to the synthetic cousin. On the other hand, people who are allergic to pollen could experience an undesirable reaction to a natural vitamin C that had possible pollen impurities.
So, what makes sense is up to you. If you are allergic to the natural product, you obviously have to use the synthetic product. In general, there are less gastrointestinal upsets with natural supplements and far fewer toxic reactions when taken in higher than recommended dosage.
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