Capsaicin has been found in studies to be effective, however in practice there has been varying results. I suspect this is due to delivery issues and the inactivation of the compound by the stomach. Green tea extracts with 90% or higher catechin content and 45-50% ECGC are good for helping with fat loss as well as general health. Dosing is 400-600mg ECGC per dose, up to 3 times per day. The reason for this is to overcome the liver's ability to remove ECGC from the blood, nearly 400mg needs to be taken. It is better to dose 400mg once than 200mg twice because of this.
As mentioned HOT-ROX is excellent if you want a stimulant-like fat burner, or black coffee plus 1000mcg of sublingual B12 (methylcobalamin form) will do for this category. Both can be used with green tea extract.
Other options are using glucose dispersal supplements that help muscle cells take up glucose, an example is Receptormax ( http://www.T-Nation.com/store/supplements/receptormax.jsp ), another is MD's Ultimate Glucose Dispersal Agent (found elsewhere, formulated by T-Nation author John Meadows). There is a thread on this topic:
Other than this, fish oil and creatine both help, and of course proper diet and focus on improving food quality go a long way, calories being equal.