As it turns out, protein is an excellent tool for keeping hunger at bay. A study, which is set to appear in the Journal of Clinical Endocrinology & Metabolism, compared the different macro-nutrients and their effect on ghrelin. Ghrelin is a hormone secreted by the stomach that stimulates appetite. The study only tested sixteen people, so it doesn't seem very conclusive but I did find this bite about carbohydrates really interesting:
Basically, the carbohydrates eventually made people even hungrier than before they had eaten.