Yeah, the greens based stuff smells awful and tastes awful. My multi is all greens based so I know where you're coming from.
For the EFAs, I've found it's just easier to get used to taking a liquid fish oil than capsules, at least if you're taking it in the quantities recommended around here. Liquid fish oil wise, I've tried both Nordic Naturals and Carlson's, and I prefer Carlson's. It's thinner and easier to swallow. Right now, I'm taking a tablespoonful in the morning and night. You can mix it with shakes and it give a mild lemony flavor.
But if you want capsules, Flameout seems to be probably the best option as far as getting the most EFAs with the least amount of pills.
Personally, I sleep better with magnesium just before bed. It would probably be worth experimenting with a ZMA, but I'll wait until I'm out of my cheap Mg capsules.
And as far as vitamin D, the capsules are extremely concentrated these days, so you can get 5000 IU in a pill smaller than a pea.
EDIT: link to article about vitamin D http://www.T-Nation.com/free_online_article/sports_body_training_performance_nutrition/d_is_for_doping