msbeth, im in the process of trying to achieve the same thing. I've been blessed with a good metabolism so ive been at low weight for years, but im so out of shape (i get out of breathe just going up a couple of flights of steps... and im only 23!) and know that just because i can eat what i want, doesn't mean i should and it probably isn't helping my overall fitness, even if on the outside people see me as thin. So im trying to eat better and do training to tighten up everything and boost stamina but not lose weight.
Cephalic, thanks for the great advice, ill be sure to give it a go and see how results work out.