This is the first month that I've been on my new diet and am approaching that time of the month. Do any of you notice any weight gain or weight loss during this time? I had been losing pretty steadily throughout the past month and have seemed to hit a wall. Could that wall be period?

Well, you retain a lot of water when you are on your period. I think I read somewhere something like 1-8 pounds..so if you've lost weight steadily and it's starting to slow down it might be the time of the month. But of course there is many other stuff that can influence the weight like mucles, various reasons for water retaining, slow bowel movements etc.
Anyway, I'd say keep on doing what you are doing. If you don't lose any weight within a month then you can start to rethink.

When ever I'm a week a half away from my period, my weight loss absolutely stops. If I keep working really hard it stays the same, if I give a moderate effort, I gain.

But always, after, I get a big whoosh and lose everything I gained plus a few pounds more. If I focus on that, I don't get discouraged.