Very interesting thread.
While I only gained a like 10 lbs and am still skinny I am amazed by
a) how easy it is to gain while still burning a lot of calories in exercise
how gaining weight slowly while still exercising has almost no effect on your performance (might vary depending on what you do, for me it's running)
So I guess it's a matter of choice, though I feel some people here seem to think they should not move at all to gain weight.