Disclaimer: I have really struggled with anemia throughout my life, and just seem to have real trouble keeping enough iron in my body. (It has always made me nervous about celiac, which is linked to type 1 diabetes, but so far, the tests have always come back negative and I have no other symptoms. And I do have very heavy periods and a short cycle, so I have lots of opportunities to lose iron.) I've had some very low iron numbers, especially after DS was born. He also had very low iron stores at a year old. So take this with a grain of salt, because a known long-standing issue can be quite different than transient anemia. I take anemia pretty seriously now.
Having said my disclaimer, my experience has been that it's worth taking the pills. I don't like taking supplements for something that I feel I ought to be able to get from good nutrition, so I worked very hard to avoid taking them. I have put a lot of effort into getting enough iron in my diet. I started eating meat again. I make sure to get heme iron, non-heme iron, both always with a source of vitamin C, and often all three together. The majority of our salads (we have minimum one salad daily) use spinach as the green and are heavy on peppers. When it appeared that, although those efforts helped, they were not enough, I took Floradix religiously for six months. Again, that helped, but not enough.
Whenever I've had bouts of anemia, the only thing that has ever reliably gotten my numbers back in the normal range (not to mention helped me feel like a normal person again) has been prescription supplements. I took them after having DS, because my numbers were so scary low that I didn't want to mess around trying other things, and they did the trick. I didn't like taking them, so when my numbers started to slide again a few years ago, I tried all the other options first, to minimal effect. I finally gave in and started taking pills again when I learned I was pregnant.
The pills really make a difference for me, and quickly. They consistently have noticeable effects within 2-3 months, not the six to twelve that everything else takes before my numbers and symptoms even start to budge. In a way, that speedy action kind of freaks me out, but really, if you need to get iron numbers up before the end of pregnancy, my experience has been that going for supplements is worth it.
Also to give you a sense of how I feel about this now, I plan to give this baby Tri-Vi-Sol prophylactically (which I avoided with DS until it was clear his iron stores were dropping) and will also feed this one iron-enriched cereal when we start solids (which we did not do with DS, having bought into the whole bioavailability thing of iron in breastmilk, which I suspect may be fine for most people, but not when maternal iron is low.)