Michelle's Guide to Healthy Eating while on Exchange

I believe this will be most helpful to other exchange students, but I'm sure it shall be applicable to other circumstances. 
1. If it's a vegetable, it's healthy, and makes whatever you are eating it with healthy as well, and therefore you should not feel guilty about taking seconds. This applies to pizza or pasta with tomato sauce, despite the amount of cheese on top, as well as any vegetable dishes (even if deep fried). 
2. If it's a salad, it's healthy, no matter how much oil or salt is on it. (refer to #1)
3. If it's an important cultural food, do not feel guilty about eating it, or taking seconds. Some Italian/Sicilian/Palermitanan examples include arancini, cannoli, pizza, pasta, cheeses, cassata, and gelato. 
4. Anytime you are invited as a guest to a meal, do not feel guilty about eating a lot. Plus, there will likely be some vegetables involved, so the overall outcome will be healthy. Homemade Italian food is too delicious to not take seconds (and Italian mothers will love you). 
5. If it's hot out, any efforts to cool yourself do not count as unhealthy, even if you use gelato, iced coffee, etc. (Also, if it's cool out, the sane applies to hot chocolate, coffee, etc)
However, in all seriousness, you did not go on exchange to worry about your weight all year. If it's good, take seconds. Eat gelato. You're only there one year, try everything!
Practical Advice:
Stay active. I struggled with this, lacking my normal sports of skiing and hiking, so I had to find other ways to remain active, running, swimming and walking as much as I could. Even dancing with my friends Saturday nights is a great way to exercise!
Limit packaged foods, even if they fit into the "cultural" category. 
I was very lucky to have a family that valued healthy eating, and so the only packaged foods we had were breakfast and snack foods - cookies, cereal, crackers. We also, luckily, rarely had nutella in the house. (Do not think that nutella is like natural peanut butter made with hazelnuts in place of peanuts. It's first ingredient is sugar, second is vegetable oil, THEN hazelnuts (13%), then cocoa, then milk powder.) I also don't buy ice-cream bars, as it doesn't make sense to eat Pre-made ice-cream when you can get house-made gelato around the corner for roughly the same price. 

I managed to avoid the "Foreign Fifteen", not thanks to anything I did, but it could be that I was lucky. The Mediterranean diet is relatively healthy - less meat, more vegetables, more wheat - the main problem is trying not to eat a lot because it's so delicious! But your body will figure that out after a while, and you realise how much you really want to eat. And again, as I said earlier, I was very fortunate to be placed in a family that had made of the same food interests as me - local, more veggies, fruit and yogurt as snack food, less meat - they were a great help in my trying to eat well.
And so, my (barely) practical guide to eating well on exchange!