All these steps help: Low-fat diets, for instance, can cut your risk for heart disease and other ills. Still, experts say, it's not the makeup of the diet that determines whether you lose weight or not, it's how many calories you consume and how many you burn. Calorie-burning exercise is vital but won't work alone. If a 120-pound woman walks briskly for an hour, she burns about 200 calories, but you must shed 500 calories a day to lose a pound a week. Despite lots of calorie in/calorie out research, the Journal of the American Medical Association found only a fifth of dieters use this valid approach.

If you eat the same dinner at 6 p.m. or 10 p.m., it won't matter weight-wise. But Janet Rankin, Ph.D., a nutrition expert in Blacksburg, Va., notes that emotional eating (such as downing a bag of cookies while depressed) often occurs at night. You'll also feel more satisfied and energetic if you eat during the day—"your brain can't function optimally without food."

This diet, really a low-calorie diet in disguise, has been around for a century, going in and out of popularity. A high-protein diet burns no more fat than a healthier low-calorie diet. Carbohydrates aren't more fattening than protein: Both have 4 calories per gram, while fat has 9 calories per gram. And despite diet claims, there's no proof that eating carbs makes you store more fat—it's excess food of any kind that packs on weight. Do these diets keep you from feeling deprived? Temporarily, experts say, because they let you eat foods you thought were taboo, like butter and cheese. Eventually, they create boredom by limiting choices. They can leave you exhausted, nauseous, and constipated.

While high-fat food like ice cream tastes great, you can get 230 calories in half a cup. It goes down fast and has low "satiety," meaning you get hungry again quickly. Dr. Rankin says two carrots (about 70 calories) make up a bulky, high-fiber snack that fills the stomach in a lasting way by raising blood sugar slowly. An ounce of pretzels offers little bulky fiber and raises blood sugar too quickly. The orange juice (100 calories) is a setup for dieters: People tend not to substitute drink calories for food calories, because fullness doesn't last. A tablespoon of peanut butter offers a high-satisfaction protein, but little to chew on. Add it to low-cal celery sticks for a filling combination.

Still, some fat is good for you. You need polyunsaturated fats for certain body functions, and omega-3 fats in fish and monounsaturated fats in the so-called Mediterranean diet are heart-healthy. Only saturated fat, common in dairy products and red meat, is labeled bad. Although fat doesn't burn as efficiently as carbohydrates during exercise (it takes more oxygen to burn fat), that really doesn't matter. Your workout burns both so long as you exercise at an intensity that leaves you able to breathe comfortably.

Fad diets fail, experts say, because they don't teach you how to manage weight for the long term. When you realize you can't stick to a fad diet, you probably will go back to eating the way you did before. The National Weight Control Registry, a record of people who lost 30-plus pounds and kept it off more than a year, offers clues to what really works:

• Lose weight for yourself.
• Exercise more (at least 2 hours a week).
• Eat less fat.
• Cut your total calories even if you trim as few as 100 calories per day.
• Drop pounds slowly (1 to 2 pounds per week).
• Get support from friends or groups.