When you take diet pills, stimulants such as caffeine and ephedra may cause a decrease in estrogen levels. This decrease could lead to irregular or skipped periods.
Dietary supplements may also contain diuretics which can increase urine output and reduce water retention in the body. This could further throw off your hormonal balance and cause irregular periods or spotting between periods.
Also, if you do experience rapid weight loss when taking weight loss pills, losing so much weight so quickly can also throw off your period.
Another thing that can cause an irregular menstrual cycle is excessive exercise and the sudden change in the level of activity you do daily. That is actually a very common reason for missed periods.
Keep in mind that your first period after any missed period can be a very heavy period with lots of blood clots- and generally much different from your normal period.