I lost 20 pounds by doing 3 things
1) counting calories (I used my-calorie-counter.com and acalloriecounter.com for stuff it didn't know but there are tons of different sites you can use)
2) weighing myself every day (Wii Fit)
3) exercising for 30-60m 4-5 times per week (biking and EA Sports Active mostly) with usually a 2-day on, 1-day off schedule.
Counting calories can be really useful if you can get into it. When I did that I knew exactly what I could eat, and I'd plan my snacks accordingly. A 200 calorie snack is essentially a meal, so I'd have 5 meals a day. with something like 300C, 500C, 500C, 200C, 200C in that order for a total of 1700 calories in a day. You need to burn 3500 calories to lose a pound, so figuring out how much you eat, and estimating how much you burn can help you set goals.
Weighing myself helped keep me honest. Every time I've weighed myself consistently I ate better and lost weight. When I stopped, I'd pack it back on. This is purely a psychological thing, but it helped me.
as for exercise, find something you enjoy. It doesn't really matter what it is so long as it gets your heart rate up and makes your muscles burn. EA Sports active is brutal on the legs (try doing squat jumps, then lung jumps, and then that stupid skating game where you hold a squat and then jump intermittently all in a row 
) but it isn't for everyone.
Honestly, all the advice you should get should be similar to what I posted above. The reality is it is all about finding what works for you. Sure you can eat better while you are exercising (and you should anyways) but it isn't essential for losing weight. I would just suggest eating a balanced healthy diet, but no need to go overboard (look up the recommended amounts based on a 2000 calorie diet and then scale to your calorie intake goals). Want that piece of chocolate cake? Fine by me if you have the calories to spare.
Also, don't overdo it and lose to much weight. Make sure you have a healthy goal (simple BMI will help you with that despite its innacuracies). Also, losing more than 2lb a week is unhealthy and you generally bounce back afterward, so don't starve yourself either.
