One of the prescription diet pills (Adipex?) caused someone close to me to have a psychotic break. She'd gone on it once before, and quit after freaking out over the hallucinations it gave her. Months later and still desperate to lose weight, she started taking it again and had a full on break down. Even lost her kids for a while, it was horrible.
She already had problems to begin with, but these pills enhanced them in a big way. She would stay up for days at a time without eating and just totally lost touch with reality. She would also have panic attacks.
She's much better now, but says she would never take those things again. The quack doctor who gave them to her needs to lose his license. I'm sure these pills will not affect everyone the same way, but since you don't know until you try, the risks just don't seem worth it to me.