alli work I am told. Be warned however, if your diet contains more than about 3% fat you are likely to suffer from an oily anal discharge... ie. you'll constantly poo your pants. Personally i feel that the ability to buy these pills as an over the counter medication borders upon the absurd. Anyway, if you really want to lose weight and are obese, these may help you.
However, to be perfectly honest, seeing as they prevent fat reabsorption and therefore limit your fat intake anyway (unless you want a leaky bumhole), you may as well just opt for a healthy diet and exercise.
If it's any motivation for you, I lost 11 stone through exercising and not eating as much. Although I am a bit of a health freak these days. All it takes is motivation.