For a long time—at least since I've had kids, so 11 years—I've been at least sorta trying, in one way or another, to lose weight. At times I worked fairly hard at it, too: restricting what I ate, getting my vegetables, eating low-calorie-density foods, eating resistant starch, trying to count calories (that lasted about two days), running, swimming, weight lifting, Pilates, yoga, Spinning. Then I trained for and finished an Ironman—not with the intention to lose weight, necessarily, but I figured that there was no way I wouldn't be skinny by the end of that process. Nope. None of it worked.
I don't think it was a lack of hard work or willpower holding me back, nor an inability to stick with things. I think I was just doing it wrong.
Now I think I'm doing it right: I cook at home almost all the time, and eat Paleo when I do. (And I fight the good fight against sugar, off and on.) That's it. I've barely been out of this chair all month, and my clothes just keep getting looser. If you are struggling to lose weight, you really ought to try this, I kid you not.