Man, I know how you feel when it comes to no results. I finally lost weight, and then gained it all back (plus five extra pounds I didn't have before). When I really started working out, here are the things that worked for me.
1.) Excersize on an empty stomach, and then have a really balanced post excersize meal that includes dairy, fruit, and a whole-grain carb.
I'm not sure if there is any medical backing to this, but my trainer suggested it. I started doing it and it helped a lot. The thought process is that if you're excersizing on an empty stomach, your body has to burn fat calories rather than food calories. It takes a lot less effort to burn the granola bar in your tummy than the fat insulating your tummy.
2.) Eat lots of little meals all day, rather than a few big meals a few times a day
This was hard for me. My trainer gave me a really good meal plan, but I find it's a little meat heavy. It works well, but I tweak it to include less meat. Basically you're eating just enough to get you stasified, but not enough to make you over-full. It helps to not feel like you're starving yourself when you're trying to get healthy. If you starve yourself, you're more likely to "cheat" on your diet.
3.) Drink more water!
My trainer reccommended a gallon per day (4 32oz Nalgene bottles...) and told me to "work up to it slowly" it's been 6 months, and I'm still lucky if I get two nalgene bottles in... but I'm trying, and it helps.
4.) Dairy and Carbs (at least the whole-grain kind) are not the enemy!
The protein in milk actually helps your metabolism. It's great to drink right after excersize, and before bed. Your body goes into a fasting mode while you sleep and can actually break down muscle. Milk before bed helps to prevent muscle breakdown. Whole-grain carbs are also great. Whole grains (rather than bleached out and over-processed other types) are processed in your body differently, the fiber is better too! But we all already knew that... :-)
So... that's what's been working for me. It's when I stopped doing these things that I really put the weight back on. That's how I know they worked... So I'm doing them again, and it's helped a lot.
I hope I didn't sound like a total know-it-all...