We have a flat water kayak that we take out regularly.
Lots of families enjoy biking together. If you are lucky, there will be a greenway nearby so you don't have to deal with traffic.
It costs next to nothing to get started on easy day hikes. Get a field guide and a magnifying glass and learn about science and nature while you are out there.
Swimming is great. My kids will go down the water slide for hours if I have the patience to watch. I usually have a few turns myself, just for grins :)
My friend, who has a similar problem with her oldest, bought a backyard trampoline to encourage more movement. There are some safely issues with that, so be sure you are ok with the risks. But her kids use it, although they are quite a few kids in the neighborhood who play on it, too.
I am interested in geocaching right now. People hide little treasures and post there locations online. Using a GPS, you find the treasures with your kids and swap them out with some of your own. Great way to get out in nature and moving around without making a big deal of it.
http://www.geocaching.com/about/As far as food goes, I don't let my kids snack if they are not eating their regular meals. You can control what is served and portion size, at least to some degree, if most eating is done at mealtime. Whether this is true for you or not, I would set some boundaries around snacking, but not focus on the caloric reasons, more on the importance of eating regular meals and eating together as a family. I would also get rid of any highly processed food with unnatural ingredients including and especially fast food, although it sounds like you have already done that.
Another little food trick. I cut up fresh fruit or veggies before and give it to my kids before the main meal is served. That way they fill up on the healthy, lo-cal stuff, instead of the rice or mashed taters.
I think the best way is to focus on health, not weight. Girls are pressured to conform to so many inappropriate societal norms already. I don't want to increase that pressure by telling my daughter that there is something wrong with how her body looks. My message is always that her body is beautiful and perfect (which it is) and that we must take good care of it by eating healthy foods, regular exercise, proper dental hygiene, regular check-ups, etc.