Have you been watching "The Men Who Made Us Fat", and "The Men Who Made Us Thin"? Absolutely fascinating.
Anyway, I can't remember who it was that said it but basically they were saying if there was a diet pill invented with no side effect whatsoever, then that person would have invented the greatest thing ever and would have struck gold.
There isn't though, they all have side effects. Just because something claims to be "natural" it doesn't mean it won't have any adverse effects on your health.
I honestly believe diet pills are never worth it. They won't work in the long run and a common problem with using them is heart palpitations - do you really want to rick that?
As above, as boring as it sounds, diet and exercise is the only way forward I'm afraid.
If you haven't seen those programs, check them out on the iplayer. Well worth watching before you start on any kind of "diet".
:-)