This is a problem that everyone who has ever struggled to lose weight (including myself) wishes they had!
I would have your dog dewormed even if you believe he does not have parasites, just in case. Having a fecal sample performed would be a good idea, but tape worm is very difficult to find in a stool sample, so even if the fecal result was negative, your dog could still have parasites. Drontal Plus anti-parasitic medication would be a good choice since it kills tape worm.
Inexpensive dry dog food may contain a lot of fillers that may not fill your dog up. I don't advocate an all dry diet either. Two thirds of every dog's food should be wet, or canned, and only one third should be dry. Brushing the dog's teeth and good teeth genes are what keeps dog's teeth clean, not dry food unless it is a tartar diet.
Try using a performance quality dry and canned food. Evo/Innova, Wellness, Natures Variety, California Naturals, to name a few are good quality foods.
Thanks so much for the suggestion! I will definitely get him checked for worms this up coming week. I didn't think of organic dog food, but it does make sense. He eats so much and he's still so thin. I'm going to try the Evo dog food for now.
Thanks again :)