I think the 'danger' is that if you do lots of exercise there's a tendency to eat more to reward yourself.
But obviously so much depends on the individual, how much you exercise, genetics, metabolism etc.
I am small and have a tendency to gain weight so need to be vigilant and when I'm not the weight just creeps on.
And agree with Hopefully - for me I'm an ok weight now by most standards but I want to be that half a stone lighter and thats the bit thats difficult for me to lose.
Most of my very slim friends don't eat a great deal though - and are very disciplined. We were out for dinner on Saturday night and I was very restrained as resisted bread and had no pudding.
For me though its about being healthy ultimately - hence liking the 'clean and lean' recipes as they're super healthy but also very nice.