Are you trying to find one multi-vitamin supplement that will meet all of your needs? If so, that might be hard to do. You may find that your options are to either (a) take a basic multi and make sure you have a diet very rich in the nutrients you are concerned you may be deficient in or (b) take more than one vitamin supplement. Both B6 and magnesium are important, so I wouldn't really want to choose one over the other.
Personally, in addition to my multi and fish oil in the morning, I take a B complex once a day and a small-dose magnesium supplement with almost each meal. (If you take more than 250 mg of magnesium at once it can cause digestive problems, so it's actually best to break it up and take a little at a time.) I also try to eat a balanced diet with lots of whole foods and little processed foods to get as much as I can vitamin-wise from natural sources.
I've been doing this for a few years and have noticed enough of a difference in how I feel that, for me personally, it's been worth it to have to take more than one thing. But, everyone's different, I guess, and you'll need to figure out what works for you. Good luck!