I used to be a 30 pound overweight fat kid myself, so I understand what your struggling with. In my experience, there is no better exercise than lap swimming for weight loss. Of course, you had better eat right no matter how you work out, otherwise you won't do a damn thing for yourself.
I don't know your current eating habbits, or how overwight you are, but heres a few basic pointers. The most important diet alterations you can make are eliminating junk food, which I did, and I find its easiest to quit cold turkey. You should force yourself to eat at least 5 servings of fruits and vegitables per day, but 10 would be better. Having a a big salad helps do that. You should also eat small amounts of red meat, but none would be better, and in its place you should have plenty of fresh fish, nuts and lentils. Lastly, make sure you have plenty of essential fatty acids like olive and walnut oil. This will help burn fat, is important for heart health, and will provide you with a lot of energy.
As I so often point out, this guy here is the worlds leading nutritionist:
www.garynull.com
Gary Null can show you how to live a truly healthy life and avoid any kind of health problems, but he is what you would call an extremist. His principals are probably more strict than you are ready for, but reading some of his articles and listening to his radio broadcast would surely give you some good advise.
No matter what you do, don't starve yourself again or take any more diet pills. Such things are very dangerous and stupid. You must have patience to get into shape.