(A side link mentions fish oil as another beneficial nutrient if you've got SLE, but the anti-inflammatory effects of that are pretty well known already).
I've been taking extra vitamin D myself for two reasons: it's been shown beneficial for people with heart disease of the sort I've got, and it seems to help control morphoea - though usually what's administered for that is a topical locally-active analogue, calcipotriene. Otherwise I don't take supplements regularly, but sometimes have reason to hit a particular symptom with a sizable short-term course of one.