Ever notice how all these "magic pills" say in the fine print, "Particpants in the study all lost weight when taking SuperDuperSlim 500, when coupled with diet and exercise."?
Guess what? You can eat chocolate cake and lose weight, if you couple it with diet and exercise.
Very often, what's the most dangerous is not the pill, which is typically made up of caffeine, green tea, and some harmless trace elements you could probably get by eating a handful of dirt.
What's the most dangerous is the mind trip they put you on. They take your focus away from your energy equation (resting metabolic rate + calories from exercise - calories consumed = energy surplus/deficit) and they make you rely on the pill.
At first they appear to work. For the same reason ANY "miracle" diet works: a) you start paying attention to the food you eat for the first time, so you stop eating as much junk, and/or b) you cut out whole groups of food, so you consume fewer calories, and/or c) you start to do some exercise for the first time.
But then what happens? You begin thinking the pill will do all the work for you. You miss that class of food you cut out. You get lazy. You put off going to the gym.
And you gain all the weight back, plus some more.
And the diet pill manufacturers get richer, so they can find more victims.