At a poster session at the annual meeting of the Society for Neuroscience in DC, University of Cincinatti researchers, according to this press release, presented evidence that "that eating or drinking sweets may decrease the production of the stress-related hormone glucocorticoid—which has been linked to obesity and decreased immune response." The research, based on a rodent study, found that the ones that ate more sweets had lower glucocorticoid levels than those that did not. Not surprisingly, though, they also gained more weight.
This New Scientist article nicely summarizes recent research questioning whether being overweight is as bad as had previously been thought. And this MindHacks post describes some recent research on how the brain develops a "body image" and how those perceptions can be "tricked" experimentally.