My dr put me on all sorts of vitamins in doses well above the recommended daily intake. When I questioned it he said that the general consensus was that recommended doses were generally way lower than what can safely be taken, especially when pregnant. He showed me a book containing tables of safe dosage ranges for iron and folate and they went up to about 20 times what they say you 'need' in a day. So long story short, don't worry about ODing on iron.

I had to take the serious iron tablets after my c/s with DS1 as I lost a lot of blood. They made me constipated and my poo black. Not pleasant, but better than serious anaemia. I think I was on 3 a day which is quite a lot.
I take extra iron now, but only the supermarket ones as I don't actually have an iron problem yet. My ob might suggest something more hardcore later on as I know my levels got a bit low in the third tri the last 2 times.