According to a Swedish study that was just published in the American Journal of Clinical Nutrition, it may be better for you to drink whole milk and eat full-fat cheese than to avoid them if you want to avoid excess weight gain. It also found that there was no benefit, in terms of the size of the waistline, to drinking low fat milk instead. This appears to be especially true if you are a woman, because the study looked at the eating habits of over 19,000 middle-aged Swedish women over the course of 9 years.
The problems with the study, although it is certainly encouraging for those who don't like to get their lattes with skim milk, is that it doesn't seem to take everything into account. For example, the women in the study were of average weight (meaning that they were not overweight) when the study began, suggesting that they might already have some healthy-eating strategies in place to compensate for intake of milk.
It's ok to put a little butter on your corn on the cob and add a bit more dressing to that salad. The nutrients in some vegetables are fat soluble and are absorbed much better by the body when accompanied by a little fat. A study conducted at Ohio State University, found that the absorption of nutrients was not only higher when accompanied by fats, but that it was actually minimized when the fat-free foods were eaten alone. 
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