As some of you might know: you have an immune system. In fact, you have an adaptive, extraordinarily intricate and complex immune system that evolved over hundreds of millions of years because there are innumerable tiny predators (bacteria, viruses, etc.) that, in effect, want to eat you. And, as anyone with immunodeficiency (whether innate or acquired) can attest, the immune system is almost always effective and, without it, you'd be in serious trouble. Even people with functional immune systems do get sick, of course, and this happens for several reasons, including that it just needs time to adapt (by evolving responses to novel infections) or because the system simply can't deal with the infection.
Why bring this up? Doesn't everybody know this? Well, I'd hope so, but many people effectively deny that they have an immune system when they claim something along the lines of 'I took medicine X, I got better, therefore I got better because I took medicine X'. My point is just this: you simply can't know whether you got better because of your immune system or because of X. Your immune system is really good at it's job - not perfect, of course, but damn good (see immunodeficiency again). And since it's adaptive - in a quite literal sense it evolves ways to deal with new infections - when you get sick and then better, it might be because you took medicine or because your immune system found an effective response (or both, or neither). But in an individual case you simply can't know. Concluding you got better just because of taking medicine - i.e. saying without taking it you wouldn't have gotten better - is an instance of the post hoc ergo propter hoc logical fallacy. That is, you're saying just because Z happened after X, it must be the case that X caused Z to happen. But of course this doesn't follow: Z (getting better) might have nothing to do with X (taking medicine) because X could just have been incidental, the real cause of Z might have been P (your immune system) or Q (the placebo effect) or something different. In general, the only - and I do mean only - way to decide in a rational way whether some treatment is effective or not is to do science: that is, do a properly designed, large-scale, double-blind randomized clinical controlled-trail.
Saying you got better just because sometime earlier you had taken medicine, then, is in effect to deny you have an immune system. Which is dumb. Take home message: (1) Thou shalt not rely on anecdotal evidence and (2) Thou shalt rely on evidence-based medicine (or, better yet, a variant known as science-based medicine).