Interesting, my view on supps is simply this (and this might be against the common belief).
If you are way overweight, there are many things you need to concentrate on before even thinking about supps or roids.
For most of us, a sound diet, paired with a good training/cardio program will do the trick.
Do I regret not having used the supps, well, no: I got results that far excedeed my initial expectations (I was averaging 10lbs/month during the first 5 months). Had I gone down faster I might have had different problems (skin hangin or something).
Right now, the progress has slowed down some and I will probably give Trex a try in the near future. I'm taking since about a month a guarana extract pill for the caffeine (I was falling asleep everyday on the commute to the office), but I wouldn't count it as a diet-pill... it is simply a caffeine pill.
In a nutshell, if you are simply starting, save your money on supps and use it to buy some more chicken breasts and whey... this is all you really need to make a hige change. Later in the game you can try supps, if it comes to that. My appreciation is that people rely their sucess too much on supps. They are there to help a bit, but not to do the job for you.