Studies such as one done at the University of Chicago show that you don't need to follow the latest complicated diet fad to lose weight. What you need to do is simply increase exercise and limit portion size. In this analysis of overweight women, not only did exercise burn calories, it also boosted the overall metabolic rate. When you exercise regularly, the body burns more calories per minute even when you are not exercising. Strength-building exercises are especially important, as they build muscle, which burns more calories per minute than other kinds of body tissue