I've found that regular exercise (I run between 15-20 miles a week, between 3 and 5 days running generally) and eating around 2000 kcals a day has not only kept my weight steady but I'm gaining muscle and losing inches. This had the added plus of being a lifestyle change rather than a 'diet' and as such is something I can keep on doing for the rest of my life.
If you do start exercising be sure to eat plenty, but the right things, and don't weigh yourself measure yourself. I haven't lost a pound in the last month but my waist has lost 2 inches.
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