You aren't alone!! I have the same problem and so do a lot of others. I was diagnosed hypo in June 08, but while I was waiting for the dr to believe that there was really something wrong with me, I gained approx 30 pounds and have not been able to lose, even with diet and exercise. I have recently discovered that I also have an insulin/blood sugar issue, which will also cause one to not lose weight. Next week I am going to have a glucose tolerance test as well as to check for adrenal impairment.
My TSH was low also and my med (synthroid) dosage was lowered. That could be your problem - over medication. I'm pretty new at this, but I've been told that being over medicated can cause some of the same symptoms. Maybe someone who's more knowledgable about it will answer that one.
TSH alone does not provide all the info you need to assess your current state. There are many instances of people having low TSH and high T4, but low free T3, which is the most important component affecting your metabolism. You need to get your doctor to test for free T3 and free T4 and see where you fall in the range for each. To alleviate your symptoms you might require a change of medication to include a source of T3, such as Armour thyroid or a combination of synthroid (T4) and cytomel (T3). In the interim you can get an idea of your metabolic state by checking your temperature several times a day for several days and comparing the average temperature to the optimal of 98.6. If your temp. falls much below 98.6 this is an indication of low metabolism/low thyroid and it might explain your weight gain. You can also use the temp. data, along with your symptoms, to get your doctor to do a little more testing and hopefully revise your meds. If not, find a new doctor.