You lose more weight from your diet then exercise.

Those medications work because they can potentially suppress your appetite. You lose weight from eating less.

Dark_Heart has been writing really good and helpful hints on restructuring diet. Diet's don't work. You have to restructure your eating habits so they are kept long-term. Portion control and giving up processed drinks (like soda/coffee/juice/gatorade) is probably the sure-fire way. Increasing water-intake should help.

You also need to make sure your thyroid is working. If you have hypothyroid and it isn't controlled you won't lose weight no matter how hard you try. ;p