You are clearly a kinder person than I am, Alwaysbeen, because whenever I'm around someone who says things like "Ugh, I am sooo FAT!" all the time, I find it so draining that I begin to avoid that person. I mean, what exactly is someone supposed to say to that comment? All the options--"Yep, you sure are!" or "Noooo, you're
perfect!"--are likely to be either disingenuous or vicious. Then there's the whole issue of whether she's larger or smaller than me and what "I'm so fat!" means when it's said by someone who's 300 pounds versus by someone who's 150 pounds...argh.
I just find it rude.
The occasional outburst of frustration is one thing, but if you have people heaping their discomfort on you regularly, you are entirely within your rights to ask them not to.
Have you asked your friends who do this often what they are seeking from you when they say it? People have a tendency to fly on auto-pilot; they say things they haven't thought out because it normally produces an equally mindless response. To some people, saying "Ooh, I'm so fat!" is as automatic as saying "Bless you" after someone sneezes. Maybe they just need someone to say, "I'm never quite sure what to say when you say that; what makes you say so, and how can I help?" or something to that effect to remind them that it's...well, kind of silly.
And it IS silly, isn't it? It's like my going around saying, "Oh, I'm so short!" all the time. Well duh, it's self-evident; I would never say that! And if someone says it who isn't fat in hopes that she'll get reassurance, it's even sillier. That'd be like my going around saying, "Oh, I'm so tall!"
By the way, "fat" and "pretty" are not antonyms. Embrace your looks regardless of your current weight! And while you're at it, please give yourself a well-deserved pat on the back for showing a good deal of dignity and restraint in not regularly blibbing and blabbing about being fat to friends and family. I'm sorry anyone has ever said anything nasty to you about your weight; you strike me as someone with a rich supply of courtesy and tact, and that's a far rarer and more special commodity than having an average-sized body.