Hmm...
Shit myself or go for a jog?
That's a tough call.
Miss Dee had it right above. It's simply a way to restrict calories. I really don't think it's necessary at all. Simply being smarter with your food choices 'works' too. To boot, it ensures you're in control and engrains long term habits that you will ensure permanent success.
Short cuts usually lead to short results.
The only Alli 'works' (assuming it even does) is because people don't understand calorie balance.
People are completely in the dark on diet and what it means to the body. They just eat, usually because stuff tastes good.
Take one of these people and tell them you've got a drug that blocks fat. Hey, awesome! Right? Fat in your food = fat on your body, amirite???
The effect this would have, if any, is two-fold: 1, you'd be getting less calories from food and 2, you'd (ideally) condition yourself to eat less.
No magic there, much like the something like bypass surgery... it's simply a far-out enforcement of what must be done to drop weight: eat less than you expend.