I've tried it, it's about $145 for a months supply and it seriously didn't work for me - I lost about a kilo that month, basically because I did not change my eating habits because I thought the xenical could do all the work for me! I quickly realised that if I made no changes to my eating and exercise as soon as I stopped taking it the weight would pile back on.
The side effects aren't that bad, I had no cramps or all day toilet sessions but then I don't consume that much fats. However, if you eat a pizza you sure will know about it!
One bonus of this program is that a rep rings up once a month to see how things are going.
And lastly, don't be embarassed about asking for things at the chemist, it is their job and I promise you they have forgotten what you bought before you even walk out the door!