Well duh.
I exercise, count calories, and read labels. Why? I'm not a fit person naturally. I have to work hard for every bit of fitness and strength I have. Otherwise, I tend to gain weight and fall below the average in terms of strength. I'm genetically unlucky I guess.
If I did a 4 mile run that involved 1200+ feet of climbing, I will burn about 600 calories. That is a 1hr effort. I can consume all that and more with a single trip to McDonalds, even being careful with what I select. A 600cal meal from most restaurants is depressingly small.
Knowing the above, I can cut weight fast and keep it off as long as I maintain my willpower. Unfortunately, I like to eat and have a sweet tooth as well as a salt tooth. Frankly, I like to eat. No amount of exercise will offset the damage caused by my fork.
A pound of fat is roughly 3000 calories. Every 3000 calories you consume over what your body needs is another pound you've gained. It doesn't take much and it sneaks up on you. It only takes an extra portion or two per day to hit that number in a week. The only way to lose weight is to burn more than you consume, which means you're going to be hungry. Sucks doesn't it?
Chris