One simple way to eat a vegetable without adding a lot of fat but packing in more flavor is to roast it (really, bake it). Use parchment paper so you don't have to worry about sticking as much, or use a non-stick baking pan. Wash some tomatoes, for example, and cut them in half, horizontally. Then season with salt, pepper, spices, herbs that you like, and start baking in a 300 degree oven. Just bake and bake until you start to smell the aroma of the tomatoes in your kitchen. Check on them. Keep baking until they start to collapse and darken. The juices will be concentrated and seasoned, the tomatoes can be lifted out with a spatula, and you will have what is simply a well-seasoned tomato, without any added fat. That means fewer calories.
Try it with other juicy vegetables. Try it with non-juicy vegetables, too. But whatever you do, avoid adding fat and you will have changed the flavor by making it more intense and not have added any calories.