Other than the obvious (eat natural foods with little or no preservatives, avoid processed foods and sugars, etc.), there is an interesting, albeit uncomfortable, way to burn calories.
In order to maintain your body's 98.6 degrees temperature, you burn calories. I once read a study that concluded that sitting in a tub of cool water burns as many calories as hiking up a gradual incline while carrying a 40 pound pack. (In other words, shivering burns a lot of calories!)
And that's a lot healthier than pills or starvation (which slows your metabolism, causing the opposite effect).
Also, look up trophology or food combining on the net. It's a surprisingly simple, logical way of eating that details which foods interact together to allow the digestive enzymes to work as effectively as possible, causing your body to assimilate more nutrients and move less waste into the fat tissues.