I think it all depends on what type of supplements. There are some that are safe and some that are unsafe.
Some safe supplements may include vitamins, minerals, antioxidants, Omega-3s, and herbs. Vitamin B complex, greens/berries powder, and fish oil are great natural supplements that will help you with your weight loss efforts, along with a healthy menu plan and exercise.
Though "stimulant" supplements may help you with weight loss, they can have a lot of side effects including rapid heart rate, nausea, mental instability, and more. They can be addictive as well. Research has shown that people will not lose weight as quickly after discontinuing its use and therefore feel the need to resume. Prolonged use of these stimulants can decline your thyroid function and even destroy your metabolism, making it even more difficult to lose weight in the future (if needed).
I have a hub regarding this very subject if your interested: http://hubpages.com/health/What-Are-Thermogenic-En...