I was frustrated by the research study on M&Ms. I was frustrated because it is 2013 and I thought we had learned that low fat is not the answer to our collective weight problem.
   Studies that continue to focus on promoting low fat choices add to the confusion.
As someone who has expertise in public health nutrition, health education and health promotion, I must try to clear this up. 
   Fat in food does not equal fat on your body.
   Too many calories from any source does. When a person regularly consumes more calories than their body needs, the extra is stored as body fat.  (Note: Over indulging every weekend is regularly consuming too much.)  There are ways to increase your intake to build lean body mass but that is not the focus here.

YES it is true that there are more calories in a gram of fat than there are in a gram of carbohydrate, protein or alcohol.   (9,4,4,7)  
YES it is true that some foods are more nutritious than other foods.  It is recommended that we fill our plates with nutrient dense, not energy dense, foods 
    Foods that are especially important are complex carbohydrates (vegetables and many fruits), whole grains and so called 'healthy' oils or fats (like those in olive oils and salmon).
Complex carbohydrates contain phytochemicals, flavinoids, and antioxidants.  These substances have been associated with reduced risk of many chronic diseases.
And YES it is true that refined or simple carbs, like sugar, white flour (rice, pasta, bread) baked goods, sugary or starchy fruits with little fiber, and all sugar sweetened beverages have more calories than they do nutrients.
AND Yes, it is true that some sources of fat just like some sources of carbs are believed to be harmful. (e.g., red and processed meats are associated with colon cancer).
   The reason some foods are calorically (energy) dense is because they are full of sugar or fried in grease.  
   Too many calories from either  = fat storage. 
    And because its politically palatable to promote, physical activity as a solution to the country's obesity 'problem,'  I have to address that too.  Initiatives to build more parks and alert people to "take the stairs" are only going to work (for weight control) if two things happen.  TWO things.

1) people actually start using the stairs and parks, and
2) they stop eating too much

It does not matter how many stairs a person climbs (Mayor Bloomberg), if he or she eats more calories than needed - weight loss will not occur if 'we' keep eating too much.

There are people (fewer than the drug/genetic companies would have us think) who fall outside these generalities.  In other words, some people do not gain weight no matter how much they eat and others do not lose weight not matter how much they restrict.  These are very unusual people and I suspect you are not one of them. 

Disclaimer: I am not a nutritionist or a dietitian who can give individual diet advice.   I share information based on research and public health recommendations.