I think it depends on the person and the med. For example I lost a good bit of weight on Chlorpromazine when a lot of people pile on the weight because of it.

Personally I gained a lot of weight on Zyprexa because I was in hospital for months with no exercise available to me and nothing to do but sit there and eat the really unhealthy and horrible food they give you, and if you can't eat that there's a shop full of sweets downstairs which is usually the better option.

I do agree with you though that if you exercise and eat healthy you won't put on the weight from meds, that's a fact. But when you're lethargic and cannot feel full at all it's very easy to slip into a really unhealthy routine and pile on the weight ridiculously fast, meds will do that to you.