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I'm going to wait here for someone else to come along with an answer! I've never been very over weight and have a normal BMI now, but I still have a cellulite-ridden backside and upper thighs. I have a massive dimple in one of them!
Unfortunately, I think the answer is, if you're prone to it due to the make up of the lower layers of your skin, you can't do much except drastically lower your overall body fat percentage.
When i lost a lot of weight last year my cellulite disappeared, but i was borderline underweight, always running and cut out carbs, sugar and processed food. Gone completely in the other direction now and cellulite is back.
I cut out most dairy too. Was living on ryvita, rice cakes fruit, veg, lean meat, fish, eggs and cottage cheese. would exercise for at least 1-2 hours a day. I found it really easy, but have now gained all the weight and cellulite back and feel like i have messed myself up, i now have serious issues with the way i look, i got way too obsessed with it all.