Beans. They are approximately pill shaped and sized, and taste good. Have them with vegetables, fish (NOT BREADED AND FRIED), and skim milk dairy products in place of sugary drinks, chips, crisps, cookies, fatty meat, full fat dairy products, breaded and fried foods, etc..
All of the safe pills that are proven to work have some pretty nasty side effects. It's something to think about. For example, Alli can result in side effects of diarrhea and anal leakage. I would NEVER take it for that reason! Yikes!
I prefer something natural like green tea, which has a little bit of caffeine and is a more natural way to get rid of excess bloat/water weight. It boosts my energy and worked great with healthy eating and exercise. They do make green tea pills too.