Things that worked for me
I've read a lot of health books, but one book and one computer program in particular have helped me lose weight. The book is Where Did All the Fat Go?: The WOW! Prescription to Reach Your Ideal Weight--and Stay There! by Rob Huizenga. Rob makes a compelling case for increasing your exercise (along with calorie counting). I had thought I was exercising enough, but when I added more, losing weight became much easier.
Diet Power is a computer program which keeps track of calories eaten and exercise, as well as protein, carbs and fats, vitamins and minerals. Over time it teaches you how to eat for health and weight loss.
Balancing my hormones. It was not enough for me by itself, but it helped.
Things I've seen work for other people
The Atkins diet worked fantastically for my husband and daughter, but not for me. I still believe in and follow a low-carb diet plan, but that's for general health and for them, not for my own weight loss.
Things I've tried which didn't work (or didn't work well)
Low-fat dieting. It makes sense that eating fat would make you fat, but that doesn't seem to be the case. Indeed, high-carb (they say "low fat", but that really translates into "high carb") meals make me hungry a lot quicker than high-fat diets.
Conjugated Linoleic Acid. Didn't seem to help.
Metabolism boosters - fucoxanthin, chromium picolinate, ephedra and the like. Maybe they boosted my metabolism a tiny fraction and maybe not - I never noticed a difference.
Exercise without counting calories. Zillions of articles say you can add an X-minute walk to your daily routine and lose weight. They compute the calories burned in walking (or lifting weights, or other activity) and assume your eating will stay the same. In reality, my appetite increased to cover the increased calorie loss, unless I artificially forced it not to.
Counting calories without exercise. Yes, you can reduce your calorie intake without exercise, but your body compensates by reducing your metabolic rate, so the weight loss is smaller than it should be or nonexistent. It can work, but it's not fast, not easy, and not a good solution. It leads to yo-yo dieting, muscle wasting, and increasingly bad health. I've been there.