Diet Supplements good or bad?

OK as you know I am considering taking some diet supplements so I can lose some weight. My question is what is the best diet supplement? I need one that helps me lose weight but has no harmful side effects. I also need on that doesn't put me in the poor house. So many of them brag about how wonderful they are, but does anyone have any experience with any of them? Do you know of any that can't hurt you? What would you suggest? I am open to all suggestions.