I've been using Carlson Vitamin D drops. They're cheap, convenient and on the latest Paleo Solution podcast Robb Wolf was saying that they gave better results than caps.

In general, imo, it does not matter what type of D3 pill you are taking, as long as they are D3 (not D2).
Everyone will absorb/utilise D3 in differing amounts....and supp type, sun exposure, food, gut function etc may well all have an influence to varying extents.
The best advise i can give is just to supplement (what ever type you prefer) to a level that results in a D3 blood result (25ohD) of your preference.

Personally i supplement to ideally achieve a serum 25ohD level of between 60 and 70 ng/ml (150 and 175 nmol/L).

& i would also recommend that you make sure you are getting adequate amounts of Vitamin A (preferably from diet), so as you do not get the Vit A/D balance out of whack. I think you need to make sure you meet the RDA for Vitamin A on average per day; Retinol: 3000 IU adult male, 2333 IU adult female. http://lpi.oregonstate.edu/infocenter/vitamins/vitaminA/
I am no expert on Vitamin A & the A/D balance, so others can chime in here and offer advise/opinions (or facts).

& back to the pill type question; here is an article from the Vit D Council; Does it matter how you take vitamin D? & some text;
"....The fact is that the studies are so conflicting, and the 25(OH)D measurement techniques are so variable, that it simply does not matter if you take vitamin D in oil or as a powder, it does not matter if you take food with your vitamin D, or on an empty stomach. What matters is that you take enough so that you obtain vitamin D levels of 50 - 60 ng/ml. This means you are no longer suffering from substrate starvation (your vitamin D system has all the vitamin D it needs for all of its many uses and is beginning to store some vitamin D for the future)...."

I am concerned about TABLETS as some people (Dr Davis Heartscanblog) have found them unreliable. I think the Dry Powder Capsules (Biotech are an example although they can also be found under own brand names but in the same size/shape container) are recommended by Dr Cannell at The Vitamin D Council. He's done enough tests to know if they work or not. I find the Healthy Origins drops from Iherb at $6.99 (£4.55) a years supply are fine Code WAB666 saves you $5 initially. Previously I used/recommended Country Life capsules these use MCT as the carrier oil (the Healthy Origins are olive oil) but as the capsules/drops are so tiny the difference in oils betweeen a smear and a smidgen is not worth worrying about.

Are these dry tablets labeled D3? Incidentally I've just listened to Robb's podcast too, and I've changed brands from the NOW brand drops to a capsule brand- and the capsule seems to be more effective- at least, I am getting effects much more in line with what Seth Roberts has noticed when he takes it in the morning, than I did previously.

If it is D3, chances are it's better (cheaper and they still work to some extent) to take them and then get an oil based product later. If it isn't D3, skip directly to a new product.