I experienced a similar situation through-out my life. The whole calorie counting and exercise route just never seemed to result in any appreciable weight loss for me. What did work for me was serious low-carbing (in my case, the Atkins diet).
I'm not a biochemist but have been trying to research this whole phenomenon but I truly believe that some of us just cannot metabolize sugar properly (as compared to others) and for us, unless we seriously restrict carbs, no amount of calorie-counting will work.
I'm not saying that this is what you have....just mentioning this as a possibility you could consider. The main reasons that the low carbing worked so well for me were that 1) I actually lost some serious weight and 2) I was not constantly hungry like I was on all the calorie-counting diets.
There are many here who have had huge success with calorie counting and/or serious exercising. My exercise of choice has always been walking....but I do it for health...not for weight-loss. The key to my success has been low-carbing. Nothing else seemed to give me results and believe me, I tried them all.
deena