If you've been diagnosed with FM, then you should absolutely get your thyroid tested - along with TSH (which is often the only things they'll test), they need to test for antibodies (TPO and anti-thyroid antibodies) and Free T3 and Free T4.
Once you get your test results, I urge you to join the Texas Thyroid Yahoo group:
http://health.groups.yahoo.com/group/Texas_Thyroid_Groups/
It's a patient support group that can help explain what the results mean and the group can recommend doctors that have a track record for helping folks - very few doctors in our area do. When you subscribe, tell them M. B sent you as they do screen folks to keep out spam and lurkers that are there for the wrong reasons (i.e., insurance company weasles, doctors that think we're nuts and want info to take to the medical board to get rid of the competition, etc.).
You should also be screened for celiac disease. It is far more common than most doctors know - there are 2 million people that have YET to be diagnosed. The most accurate test for both celiac and gluten intolerance (an immune reaction that doesn't impact the gut but impacts the nervous system) is available through enterolab: www.enterolab.com
I also do NOT recommend the Chronic Fatigue and FM centers in the DFW area as anyone I know that goes there is undermedicated in terms of thyroid.
Another very important consideration for FM is toxins. This doctor is a pioneer of a biotoxin elimination protocol that is recommended by Teitelbaum:
www.biotoxin.info
This doctor's theory is that many folks are overweight due to the toxins - this can result in high levels of leptin, which causes your body to convert just about everything to straight fat and thus weight gain that cannot be managed with exercise or diet. This doc also recommends a gluten-free diet.
And, both hypothryoidsim and celiac disease can contribute to weight problems. The hypothyroidism slows down your metabolism and the celiac results in nutritional deficiencies which can trigger overeating as your body is craving nutrients.
I know about all these things as I was in a similar situation as yourself for years. Also, childbirth is a very common trigger for these problems. While pregnant, the immune reactions are suppressed so that the "foreign" material (in the form of the fetus) isn't attacked - this is one reason why miscarriages are common in folks that have been diagnosed with autoimmune disease. Some folks immune systems over-react which leads to alot of these problems.
And, finally, none of these problems will go away unless they're properly addressed and unfortunately most doctors just treat the symptoms (this is just the current model for medicine in the U.S.). However, as you have found out, exercise can be an extremely (and necessary) tool for wellness in the case of FM, so please don't stop even if you're not seeing weight loss. Also, you must consider that muscle weighs more than fat, so anything you're on a diet, you need to go by how your clothes fit and not the scale.
Be well,
M. B.