I too was afraid to try Alli after reading about the effects. But I just grabbed it one day at the store when I was so frustrated with exercising and losing nothing.
Now, I did not start taking it yet, it sat on my dresser for a good few months. I was ready to mail it to my sister who desperately wanted to try it. I had it in hand ready to go to the post office with it and finally decided to give it a go. I had invested the money in it for my health, I had to at least give it a try right?
So the first few days it did nothing to me as far as effects. I made sure to eat healthy low fat meals and by the third day I started to lose weight.
As far as having a sensitive stomach, well, I have been on Prilosec OTC for over a year now due to my stomach sensitivity and the Alli has not effected it in the least bit, unless I go overboard on something I should not be eatting in the first place. And that is more of a gassy feeling then sensitivity.
Give it a try, I am sure you will have the same success story to share soon :)