When I decided to "take charge" of my health a few years ago, I gave it some thought, and quit the 30 year smoking habit first (started in high school).
It wasn't easy, and wasn't cold turkey per se since I used the hell out of nicotine mints for a long time, but it broke the reflex, and broke the association of needing a smoke after food, drink, stress or sex.
After two years of being smoke free (and a few months off the mints), I was also at my heaviest ever at 316 pounds, up 30 pounds from the start of my smoking cessation (47, Male, 5'11"). That's when I started Primal/paleo, in November of 2011. Once again, I gave it a great deal of thought and decided to keep it simple. Eat real food, keep the carbs low, and avoid "working out" but at the same time increase my walking and basic moving.
As of this morning I'm 199 pounds. There were a few plateaus, and a few periods away from home where I had to go off the reservation, but overall the loss has been steady and my health is remarkably better. Now that I've hit my personal goal of being under 200 pounds, I'm ready to move on to the "lift heavy things" phase.
That's just me though, I knew I had to focus on one thing at a time, or risk not doing any of it.