I definitely think you need to track what you eat. See Meg's post on exercising and gaining weight:
http://www.3fatchicks.com/forum/showthread.php?t=76884.
I thought I ate pretty healthy. I didn't eat fast foods and limited my desserts, I ate lean proteins (I just don't like fatty meat) and lots of veggies and fruits, but somehow managed to put on 30 pounds eating this way over the past 10 years. How much you eat is just as important as what you eat. And when I started tracking what I ate, I realized there were a lot of things I ate that I thought of as healthy but that are pretty high in calories (e.g., nuts, olive oil, whole wheat bread, whole milk yogurt, granola, etc.).
I did not lose weight until I began logging everything I eat and limiting my calories.