The most effective "fat burning" supplements are essentially some form of amphetamine. They are stimulants that also typically supress your appetite. The effect is similar to smoking a cigarette or drinking coffee.
You could just buy some speed or aderol from your friendly neighborhood drug dealer and get essentially the same effects. However, seeing as how it seems you have health in mind, I have a feeling you're going to avoid doing so.
Just exercise and eat healthy in general. Even if you don't make an exact meal plan and count calories, there are lots of things you can do to improve body composition and general health. Are you going to have a donut and coffee for breakfast, or are you going to have some fruit, eggs, and green tea? Are you going to grab a big mac and a large coke for a quick meal, or are you going to whip out your premade tuna salad? You get the idea.