I don't think diet pills are ever called for. I don't know how long you've been on thyroid med, but many people begin to lose weight after they get on med and get stabilized.
While you may lose weight with diet pills, it's very seldom a "lasting" thing, because, for many/most people, they gain the weight back as soon as they go off the diet pills; however, keep in mind that many diet pills don't work at all, or only if you restrict your diet too much.