It depends on the cause of your anemia. If iron deficiency is the cause then it is advised that you take iron supplements. If you take an all in one supplement then there is no need to take additional iron supplements particularly if you are only slightly anemic.

You should also not take Iron pills and anything containing vitamin C at the same time this reduces the effectiveness of the iron.

I have had to take iron pills before (via Rx from the doc) but I never knew about a slow realease. I guess my issue does not act up enough as I only need to take them in spurts (like as a teen).

You can also try the slow release iron. I believe it's called Slow FE that helped keep me from having any stomach issues while taking iron. I also ate a good bit of red meat and dark green leafy vegetables to get my levels back up. Make sure you drink a lot of water as well.

If you take an iron supplement, be sure to pick up ferrous gluconate and not ferrous sulfate.  The gluconate variety will help prevent you from becoming constipated, which iron will usually cause.  I used to have problems with anemia (not any more, though) and after one of my pregnancies, I was so low that I had to continue taking my prenatal vitamins plus three iron pills daily.  Trust me, it can get very uncomfortable, very fast!