Fats!

I love fat. I eat a LOT of it. Everyone is always quite surprised, especially since I've been losing the fat on my body.
I don't eat just any fat, but healthy fats - coconut oil, olive oil, mayonnaise, avocados. I don't limit myself on these fats, and fry most foods in Extra Virgin, cold pressed, unrefined Coconut Oil. I use Extra Virgin Olive Oil for salad dressing, along with Red Wine Vinegar, salt & pepper. If I could do dairy, I'd eat butter. I plan on trying to make ghee (clarified butter) eventually, but right now, I just put coconut oil with salt sprinkled on top (tastes like butter!)
Healthy fats are ESSENTIAL for our bodies and brains. Katie, at Kitchen Stewardship, has done lots of great research on fats and posted her findings. I recommend reading her posts on the subject, may as well not reahash what she's eloquently stated already!

The Weston A. Price Foundation has this to say about fats:

Contrary to the accepted view, which is not scientifically based, saturated fats do not clog arteries or cause heart disease. In fact, the preferred food for the heart is saturated fat; and saturated fats lower a substance called Lp(a), which is a very accurate marker for proneness to heart disease.
Saturated fats play many important roles in the body chemistry. They strengthen the immune system and are involved in inter-cellular communication, which means they protect us against cancer. They help the receptors on our cell membranes work properly, including receptors for insulin, thereby protecting us against diabetes. The lungs cannot function without saturated fats, which is why children given butter and full-fat milk have much less asthma than children given reduced-fat milk and margarine. Saturated fats are also involved in kidney function and hormone production.
Saturated fats are required for the nervous system to function properly, and over half the fat in the brain is saturated. Saturated fats also help suppress inflammation. Finally, saturated animal fats carry the vital fat-soluble vitamins A, D and K2, which we need in large amounts to be healthy.
Human beings have been consuming saturated fats from animals products, milk products and the tropical oils for thousands of years; it is the advent of modern processed vegetable oil that is associated with the epidemic of modern degenerative disease, not the consumption of saturated fats.