I prefer Cauliflower, but Broccoli's decent too
of course, I like to drown both in Béchamel sauce which pretty much cancels out any health benefit
Absolutely not.
Besides, you can be overweight and healthy.
There is a huge difference between too much food intake, and not enough diversity in your food intake.
The first is not good, but if you exercise regularly and have a diverse and otherwise healthy diet, you are okay. The latter is downright dangerous.
One of the problems with the whole health debate, is that the importance of being overweight have been blown way out of proportion. The problem partially stems from that overweight people usually have other problems aside their weight, like an unhealthy diet, lack of exercise, little time outside ect. But skinny people can have the same problems.
And don't think that vitamin food supplements will help you, they are more likely to hurt you*, if you eat healthy, you certainly won't need it, and there are other things in food that is needed besides vitamins (minerals, antioxidants, aminoacids).
*With one notable exception, Vitamin D, which people that gets little sunlight often needs, like people living up north or people working indoors. It is linked to several things, like depression and calcium intake.