Please don't give up.
Just a suggestion..don't work out so hard. I know this sounds crazy, but... I work out 3xs a week wtih Russian Kettlebells at home and for 30 min each time. It is a quick and effective workout. I could never stand working out on a treadmill, not only is it really boring but it is also not that effective.. Combining weights and cardio together works a lot faster in transforming your body.
I have tried Atkins, It works... but in the end it fails you because its so hard to stick to it in the long term. I love Alli because I am not rushing.. taking my time and learning how to eat balanced healthy meals.