Currently, medical evidence does not support the idea of alternative therapies for ADHD, although there is some promising research into certain diets and neurofeedback, a form of biofeedback where subjects look at visual images of their brainwaves and learn to control them -- therefore controlling the ADHD behaviors that produce them.
No legit scientific evidence backs up megadoses of vitamins or herbal remedies for ADHD, and these supplements are so poorly regulated that you can never be sure what you are buying.
If you do wish to explore complementary therapies (those done in conjunction with, rather than as an alternative to, conventional medicine), try those that are first of all harmless, and second can benefit your health in some way, even if they're not proven for ADHD. Examples include yoga or eliminating food additives from your diet. But always consult your doctor first.
Learn more about alternative therapies for ADHD.