I live minutes from Maine Road, bit different these days now though!
I've tried gels in the past but without much success. I have a hot water bottle with a furry cover (keeps the direct heat from your skin) and freeze gels and use them sometimes. Do they know what is wrong with your knees? Might help to find things which might help.
I'm not big on vitamins, I take vitamin D on and off on prescription as I have a recurring deficiency and pop a few vitamin Cs at the first sign of a cold but that's about it. An osteopath I went to once said the fish oils are good, that and lots of water to keep well hydrated and it's help your bones.
If you have a medical issue with them though, unless it's caused by an actual deficiency I don't think vitamins will cure it.
I did like acupuncture. I must admit I was sceptical but it was done by physios at the hospital around my spine and shoulderblades (and in my head and hands) and I was really impressed. More short term results but better than no relief. I found it very relaxing too in the main. They hooked it up to a TENS machine once as well to make it more intense.