The studies I've seen have shown have very different numbers, and show that our bodies are very good at dealing with lots of Vitamin D but very bad at dealing with too little. From what I know, there is no known negative side effects under about 14,000 UI a day, and based on blood tests, Dr. William Davis, a cardiologist, has been recommending amounts in the range of what I take (even a bit higher). The official recommendations have been too low for a long time.
Personally, I take 6000 IU/day during winter and 4000 IU/day during summer (in Canada).