Another MFP convert here.
Lots of people over-estimate how much exercise they do and underestimate how much they eat. MFP, if used properly and honestly, stops you from doing that.
Like the poster upthread, for example, who describes themselves as "super active" because they walk an average of 4 miles a day, jog three times a week, and do yoga. You're probably only burning around 300 to 500 cals a day doing that, so you'd put it all back on with a couple of large glasses of wine. Hence the "super fit" person would then think exercise doesn't work.
When I started doing MFP I was properly active - in marathon training running 20+ miles a week, running or walking to and from work and doing weights/circuits as well - and eating pretty much what I wanted, as long as it was healthy.
But I was obviously eating too much to lose weight.
On MFP I went from a BMI of 24 and a size 12 to a BMI of 21 and a size 8/10, just through sticking to my calorie allowance of 1200 a day, plus an average around 800 additional "exercise" calories.
I wasn't fat before, and was very fit, but knew I'd be happier - and faster - if I was slimmer. When I lost the weight I felt fantastic. And even though I'm now pg, I'm still a stone below my starting weight, and my old size 12s are still huge on me.
So that I never felt hungry - and because I think it's important to eat well - I avoided sugar as much as poss while trying to lose weight, and still do. I ate all food groups, loads of fruit and veg, but avoided anything low-fat, anything that says diet on it, any fizzy drinks or other crap.
Physical exercise is vital, but it's the balance with eating well that will make you lose weight rather than maintain.
To prove how effective exercise is, go to any fell race. There's hundreds every night at this time of year. You'll struggle to see any runner over a size 12 and, among the front of the pack, you'll struggle to find one over a size 8.
Or a parkrun, in most major parks at 9am each Saturday. Look at all the women and men doing decent times - barely a fat one among them. Then compare that to people doing light exercise in a gym - on a crosstrainer, or in a Zumba class. Far more large people. And there's a reason for that. Hard exercise works, temporary gym obsessions don't.
And it's a two way thing too. Once you get good at running, for example, you want to be lighter to make it easy to run faster. Since I did MFP I've shaved more than two minutes off my 5k time. An overall healthy lifestyle is the key, not a fad diet.
Sorry, that was long!