Here is a controversial study that found that the most efficient way to not gain weight is to eat a high fat high protein diet.

“The results were remarkable. Put most simply, the fewer carbohydrates consumed, the more energy these weight-reduced people expended. On the very low-carbohydrate Atkins diet, there was virtually no metabolic adaptation to the weight loss. These subjects expended, on average, only 100 fewer calories a day than they did at their full weights. Eight of the 21 subjects expended more than they did at their full weights — the opposite of the predicted metabolic compensation. ”

This diet is now more commonly called a Paleo diet.  It is almost the exact opposite of diet promoted by the goverment which emphasized lots of carbohydrates and friutis with reduced fats.  Remember this is only one study, and many would argue that it is not a good diet for cardiovasular or diabetic concerns, but for normal healthy people trying to lose weight or just not keep gaining ( :-)) it can be very effective since it does seem to increase the metabolic rate