Of course there are side effects to vitamins and supplements. Everything has the potential for side effects...even the foods we eat. That said, calcium, magnesium, iron, and B would/should all be in any multi-vitamin you'd take, so if you'd be comfortable taking a multi, you should feel fine with most of what you've got on your list. Vitex works gently and over time, so that's fine, too. Saw palmetto is supposed to reduce DHT, and should help with the effects of excess androgens. Personally, I am not taking saw palmetto while I am TTC, but that's a choice one has to make for themselves. Everyone should take omega-3, so I also would not worry about that at all. Just make sure that the fish oil you're taking is free from heavy metals and other toxins that may be present in fish.
I take like...three times as many supplements as you do. It really is a personal thing. I am happy with the vitamins, herbs, and minerals I take. If you feel like you are taking too many individual pills, you can try to find a multi that contains more than one of those, but I really like taking a separate B complex, myself. | 
