Lipo, first be assured that I have years of experience in nutrition and sports supplementation (certifications, as well as thousands of hours of research). I have been studying this since the late 80's ... I am never one to tout my own merits, but I KNOW what I am talking about.
Now, here we go:
Aside from burning fat, caffeine and ephedrine have also been shown to have "nutrient partioning effects". Test subjects fed the same number of calories, with the same macronutrient ratios gained 10% more muscle and 30% less fat than subjects not taking caffeine.
I could go on and on, but I will refer you to one study out of many that back up this finding.
R. Pasquale, et al., "Chronic Beta-receptor stimulation Prevents Nitrogen Loss During Semi-starvation in obese subjects," Int. J. Obes. 13.1 (1989): 188-192
And to answer your sarcastic comment, nicotine yes. I am not sure about cocaine since I have no need to study such things.
Do you want me to take you to school on the effects of transdermal nicotine as a fat loss aid?