My weight was going down, down, down, then I jumped on the scale one morning and it said I gained 4 lbs!! I ended up starting my period that day and made a vow NOT to weigh myself until it was over.

You could try entering your calories and excercise into a program like
www.sparkpeople.com . It's free to join and will help you get a better idea of calories going in and calories being used by exercise.
I once worked out at the gym for a whole month 3-4 times a week for atleast an hour and dropped 1 darn pound the entire time. It was soooo frustrating. But I did notice that I could breathe better (I have asthma), and had more stamina than when I began. Sometimes you might have to look for other little things to motivate you rather than the numbers on the scale.
ETA: I never saw any REAL weight loss until I went low carb. I used to eat a lot of carbs and fruit and I felt like I was starving the whole day. Maybe you just haven't found the right eating/exercise combo to work for you yet.