Many will "work" but not necessarily in the way you'll think.
For instance, Xenadrine stacks have been noted to be quite effective, but make a lot of people feel like ass during the day - plus, the effectiveness is closely tied to your willingness to take on a combo cardio/weightlifting program in addition to eating. If you're already doing the latter, for a lot of people it may not be worth it to do the former.
Beyond that, most of the chromium/caffeine pills are garbage - promises to "raise metabolism" are specious at best, and generally you could get the same advantage by taking a caffeine/aspirin stack before your workout.
Think about how expensive the pills are - then think, if they work as well as they say, wouldn't they charge even more?
If you're willing to make a serious life sacrifice, though, Alli certainly works . . . I'd probably say that's only a good option if you're considerably overweight, however, since personally I would prefer to avoid anal leakage whenever possible.
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