I know people say you can't lose weight with exercise, that diet controls your weight and exercise your health, but personally I guess I eat about the same amount all the time on average, because increasing activity (except for weight lifting) either on purpose or accidentally, has always been the factor most related to my wright. I'll note that I haven't been overweight so YMMV, but I have been hugely pregnant several times.

Weight lifting makes me gain weight but stay about the same size, which is also a good result. But anything else - walking to work instead of driving, jogging couple times a week, aerobic dance, those will drop my weight the most, the quickest, and without dieting (which isn't good for me mentally).