Diet pills can have horrible side effects, so I'd say try to do this as natural as possible. I've heard that Alli is only if you have a lot of weight to lose, not those last 5-10 lbs. So if you are going to do a pill make sure it's to get you over that hump, not for losing 100 lbs.
I did a program through GNC with pills and you were supposed to supplement with eating well and exercise (it's been a while back and I can't remember the name). They worked to lose a lot (50 lbs), but I realized they were making me feel like crap. Now, I may be up and constantly seem to be trying to lose that last 10 lbs., but I feel healthier than when I was on the pills. And I know I need to change my habits and the pills won't help me in the long run.
If you aren't eating well now, then even if you take the pills and lose, once you stop them you'll gain it back. So, focus on what you can do to get your eating habits changed, even if you decide to take the pills, because that will help you the most in the long run.
Goals for 2015:
Start a running program
Sign up & complete a 5K- Done
Get a bike and use it!