There is some great advice already listed in these replies. I wrote a post outlining some of the things I tried when I decided I had to improve my health and lifestyle. I hope it's OK to post a small extract here:
This is the most important point in this post.
Nothing else will have as big an effect over the way you feel, your mindset or your successes.
I began to eat lots of fibre-rich, high-quality foods, especially those that are only made up of a single ingredient (i.e. veggies, fruit, nuts).
I forced myself to cut out processed foods, too. It was tough (very tough!) but I realised if I wanted to make any progress, I had to do tough things.
Also, be aware of your sugar in-take. It’s criminal that many ‘low-fat’ foods are then pumped full of sugar because sugar makes you fat. Sugar is best avoided the majority of the time (fruit doesn’t count!).
One thing to remember is that any changes need to be sustainable. Introduce changes over time and you’re more likely to stick to them.
Drink more water
If you’re anything like I was, you’re not even thinking about drinking water… In fact, you’d happily drink anything but water (coffee, can of coke etc).
Seriously, avoid liquid calories like the plague if you’re looking to lose weight. They won’t fill you up so you’ll always be wanting more, it’s expensive and it’s not good for you – and you’ll end up with teeth like mine!
Start to graph your weight
“What gets measured, gets managed.” - Peter Drucker
Tracking your weight can be a huge motivator for anyone looking to make gains. If you do this every day, you can graph changes over time to make sure you’re heading in the right direction.
Do the right kind of exercise
Often when people say they want to 'get in shape', they mean that they’re going to drive to the nearest gym (which is usually at least 15 minutes away) where there’ll spend anything up to 2 hours pounding away on the treadmill. For what?
So that they don’t feel as guilty about all the junk food they’ll eat when they get home?
I tried bodyweight exercises combined with interval training. I could get more done in less time.
Also, be aware that you don’t need to train five days a week. In the beginning, it’s useful to aim for two or three as long as you’re staying active on your off days (and by staying active I mean walk around more, play sports, jog if you can’t resist it!).
Get more sleep
This was the toughest change I had to make and it probably will be for you, too.
Everybody knows how important it is to get enough sleep but the trouble is it is so easy to go without. There’s always another hour to squeeze in some more work but then we’re left scrabbling around in the morning, rushing into another day. When I realised it didn’t have to be this way, it was a massive weight off my shoulders.
Make it social
If you make your fitness goals public then not only will you get support and assistance from others, you’ll get accountability.
I managed to convince a mate that we’d begin exercising together. All of a sudden, it became a lot tougher to drop out. Try it. They will be somebody you know desperately waiting for someone to take the lead.