I too have tried Xenical a few years back.
Definately didn't work for me either. And I remember paying about $100 for it (ouch!!).
I found it very embarrassing one night, i'd taken the tablet and went out with some friends to the movies and we had maccas but I just had a burger and coke, and I wasn't even half way through the burger, I had to literally run to the bathroom as the crap was busting to come out, if I was ready or not. I had to go again before the movie and didn't eat any more food. I couldn't beleive it. I was so embarrassed.
I did still try them for another day or two but with some other foods I was eating, I was still running to the toilet as it felt like it didn't give me much notice to go to the loo.
So that's another thing I definatley wouldn't do again.
I have actually even tried from a chemist, I can't remember what it's called but it as a little sniff stick, so every time you had a craving, you'd stick this thing up your nose and inhale the smell and the smell was meant to help you get over your craving. And it also came with a mouth spray to help you stop snacking. AGAIN this didn't work either.
(Oh - the things we try when we're desperate. )
Hope that helps you out in what you decide to do. Good luck!