Taking a diet pill while on thyroid meds can be very dangerous! Please...please only take something that is approved by your doctor.
I don't think diet pills are ever called for. I don't know how long you've been on thyroid med, but many people begin to lose weight after they get on med and get stabilized.
While you may lose weight with diet pills, it's very seldom a "lasting" thing, because, for many/most people, they gain the weight back as soon as they go off the diet pills; however, keep in mind that many diet pills don't work at all, or only if you restrict your diet too much.
You'd be much better off to make some quick, easy changes, that you can live with, to your diet/exercise routine. For instance, drink water instead of soda; have a piece of fruit or a yogurt instead of a candy bar; eat whole grain breads instead of white/processed; opt for lean protein, low/no fat dairy, etc......