If lasting weight loss is what you want, one of the best programs you can use for safe, effective, and permanent fat loss is the Burn The Fat Feed The Muscle Program.
It will give you the know how without taking supplements, crash dieting or... wearing sweat suits.
As I mentioned a minute ago, these sweat suits act as a heat trap. Your body has a very hard time cooling itself while wearing one, and your core temperature can rise to potentially dangerous levels if you exercise while wearing one of these suits.
Extreme core temperature elevation can lead to heat stroke!
Dehydration is also possible because you will lose fluids very quickly.
My recommendation is to avoid them.
If you insist on trying one, be safe! Drink plenty of water before, during, and after you exercise. Monitor your body for any signs of danger.