Vitamin D because it fits all the clues nicely.
Go out, and you'll get me. This is true in every part of the world. Not all the time, it really depends on where you live.
Sunlight is needed for Vitamin D, you can get Sunlight by going out.
You don't have to go out to get me though, but why not get me for free?
You can take it by a pill which costs money.
I'm part of a small family but just focus on me.
You are part of a family of vitamins.
I'm vital for you.
Vitamin D is needed for healthy bones, teeth and muscles.