Eating less and exercising more will help you lose weight and sustain it. Personally I can vouch for Body Pump classes, I was going to one or two per week and dropped a whole dress size in the space of a month; I never went by weight because I was building muscle and my body shape totally changed. My confidence soared and I felt so much better about myself and was still able to eat "naughty" foods because I was burning calories at my classes.
Sadly, since then I have had a baby and am now two sizes bigger than I was to start with LOL, but I vow to start again soon!