As fat blockers like orlistat (Xenical) remove excess fats via the intestines, they may cause uncomfortable cramping, gas and diarrhea. Because these drugs also reduce the body's absorption of essential vitamins and nutrients, people who take Xenical are advised to take a daily multivitamin supplement.
Sibutramine (Meridia) and other similar appetite suppressants stimulate the sympathetic nervous system, which can raise blood pressure and heart rate. This increases the risk of heart attack and cardiac arrest, especially among people who already suffer from high blood pressure, irregular heartbeat or heart disease. In fact, between February 1998 and March 2003, the FDA received reports of 49 deaths related to sibutramine. Other, more minor side effects include constipation, headache, dry mouth and insomnia (because the chemicals in these drugs also influence sleep patterns).
Herbal diet pills, even though they're "all natural," can have potentially dangerous side effects depending upon their ingredients. "Herbal" doesn't necessarily mean "safe." Also, because they are considered part of the food industry and are therefore regulated differently by the FDA, there is no guarantee that they can live up to their manufacturers' claims.