Thermogenesis is a proven method of burning fat and there are many ways to enhance it from sitting in a sauna, to running with a bin bag to supplementing with BOTH natural and chemically produced substances.
Nope. I didn't use chemicals to get me to 17stone13lb, so I sure as heck wouldn't use them to get me back down the stones....
Weight gain/loss is ALL about chemistry. How your body aborbs, stores and uses the foods we ingest. And don't you think many of your favourite junk foods are chemically engineered to taste sweeter (MSG?)
Personally I supplement my meals with chilli & garlic, while i take in pill form green tea, guarana, ALA and CLA. These "stacks" are designed to compliment my weight loss.
Caffiene is a great thermogenic but like everything, dosage in fat burners have to be monitored and exposure limited. There are many products available and they have varying results (and costs).
But one thing I believe. If taken correctly, and combined with a healthy diet and exercise regime most fat burners (wouldn't recommend buying off Ebay, for instance) will enhance weight loss.