I've never taken it, but of the supplements that are on the market the real Hoodia is the most promising. It derives from a cactus plant that grows in the Kalahari desert. Bushmen use Hoodia to prevent the sickness and empty feeling that comes from not getting enough food. It is thought to produce a reaction in the brain that triggers the "hunger centre" to feel full.
Hoodia is the subject of randomised controlled clinical trials in the UK, but findings won't be known for some years yet.
Many if not most, products marketed as Hoodia aren't. The plant itself is endangered, and only grows in sandy soils in heats of 50 degrees. There is a plant that looks, but does not act, like Hoodia, and many of the pills on the market are not the real thing, and any effect you are getting is most likely psychosymatic.
Reputable drug companies are trialling growing the thing, but the plant isn't being used apart from within the confines of the clinical trial process.