One more bit of advice for the gym and/or when exercising - get a heart rate monitor and also read the "Heart Rate Monitor" Book by Sally Edwards (available thru Amazon I guess).
Like you I used to be 3 stone overweight, went on diets then put it all back on again!
Dare I say, I am a fan of Oprah Winfrey and spied her book "Make the Connection" in WH Smith one day, bought it and decided to copy EXACTLY what she did and it worked and I have been at my ideal weight for circa 10 years now! Whats more I feel great too!
Hear rate monitors are dead cheap and its like having a coach on your shoulder the whole time you are exercising. Its important you are working out in the aerobic zone (not anaerobic) for fat burning. Most modern exercise equipment will display heart rate as soon as you hop on, assuming you are wearing a monitor, and you can even set the machine for cardio mode to work out at a specific heart rate.
Finally, I have also found that the psychology of weight control is also important. When you "lose weight" friends and colleagues often say "You've lost weight". My answer to that is "No, actually I have gained, health, vitality and energy!". Who wants to lose anything? Also, why not try Paul McKenna's book "I can make you thin" which includes a CD for hypnosis etc. Dont laugh but this stuff DOES work if YOU work it!
Good Luck!