How does my weight affect my risk of dying?  One of the best recent research papers to address this question is the 2010 New England Journal of Medicine article "Body-mass index and mortality among 1.46 million white adults".  The paper's abstract reads:  Background: A high body-mass index (BMI, the weight in kilograms divided by the square of the height in meters) is associated with increased mortality from cardiovascular disease and certain cancers, but the precise relationship between BMI and all-cause mortality remains uncertain. Methods: We used Cox regression to estimate hazard ratios and 95% confidence intervals for an association between BMI and all-cause mortality, adjusting for age, study, physical activity, alcohol consumption, education, and marital status in pooled data from 19 prospective studies encompassing 1.46 million white adults, 19 to 84 years of age (median, 58). Results: The median baseline BMI was 26.2. During a median follow-up period of 10 years (range, 5 to 28), 160,087 deaths were identified. Among healthy participants who never smoked, there was a J-shaped relationship between BMI and all-cause mortality. With a BMI of 22.5 to 24.9 as the reference category, hazard ratios among women were 1.47 (95 percent confidence interval [CI], 1.33 to 1.62) for a BMI of 15.0 to 18.4; 1.14 (95% CI, 1.07 to 1.22) for a BMI of 18.5 to 19.9; 1.00 (95% CI, 0.96 to 1.04) for a BMI of 20.0 to 22.4; 1.13 (95% CI, 1.09 to 1.17) for a BMI of 25.0 to 29.9; 1.44 (95% CI, 1.38 to 1.50) for a BMI of 30.0 to 34.9; 1.88 (95% CI, 1.77 to 2.00) for a BMI of 35.0 to 39.9; and 2.51 (95% CI, 2.30 to 2.73) for a BMI of 40.0 to 49.9. In general, the hazard ratios for the men were similar. Hazard ratios for a BMI below 20.0 were attenuated with longer-term follow-up. Conclusions: In white adults, overweight and obesity (and possibly underweight) are associated with increased all-cause mortality. All-cause mortality is generally lowest with a BMI of 20.0 to 24.9.

Another recent high quality paper looking at weight and mortality risk is the 2009 Lancet article "Body-mass index and cause-specific mortality in 900,000 adults: collaborative analyses of 57 prospective studies"  with its abstract:  Background: The main associations of body-mass index (BMI) with overall and cause-specific mortality can best be assessed by long-term prospective follow-up of large numbers of people. The Prospective Studies Collaboration aimed to investigate these associations by sharing data from many studies. Methods: Collaborative analyses were undertaken of baseline BMI versus mortality in 57 prospective studies with 894,576 participants, mostly in western Europe and North America (61% [n=541,452] male, mean recruitment age 46 [SD 11] years, median recruitment year 1979 [IQR 1975-85], mean BMI 25 [SD 4] kg/m2). The analyses were adjusted for age, sex, smoking status, and study. To limit reverse causality, the first 5 years of follow-up were excluded, leaving 66,552 deaths of known cause during a mean of 8 (SD 6) further years of follow-up (mean age at death 67 [SD 10] years): 30,416 vascular; 2070 diabetic, renal or hepatic; 22,592 neoplastic; 3770 respiratory; 7704 other. Findings: In both sexes, mortality was lowest at about 22·5-25 kg/m2. Above this range, positive associations were recorded for several specific causes and inverse associations for none, the absolute excess risks for higher BMI and smoking were roughly additive, and each 5 kg/m2 higher BMI was on average associated with about 30% higher overall mortality (hazard ratio per 5 kg/m2 [HR] 1·29 [95% CI 1·27-1·32]): 40% for vascular mortality (HR 1·41 [1·37-1·45]); 60-120% for diabetic, renal, and hepatic mortality (HRs 2·16 [1·89-2·46], 1·59 [1·27-1·99], and 1·82 [1·59-2·09], respectively); 10% for neoplastic mortality (HR 1·10 [1·06-1·15]); and 20% for respiratory and for all other mortality (HRs 1·20 [1·07-1·34] and 1·20 [1·16-1·25], respectively). Below the range 22·5-25 kg/m2, BMI was associated inversely with overall mortality, mainly because of strong inverse associations with respiratory disease and lung cancer. These inverse associations were much stronger for smokers than for non-smokers, despite cigarette consumption per smoker varying little with BMI. Interpretation: Although other anthropometric measures (eg, waist circumference, waist-to-hip ratio) could well add extra information to BMI, and BMI to them, BMI is in itself a strong predictor of overall mortality both above and below the apparent optimum of about 22·5-25 kg/m2. The progressive excess mortality above this range is due mainly to vascular disease and is probably largely causal. At 30-35 kg/m2, median survival is reduced by 2-4 years; at 40-45 kg/m2, it is reduced by 8-10 years (which is comparable with the effects of smoking). The definite excess mortality below 22·5 kg/m2 is due mainly to smoking-related diseases, and is not fully explained.

Taken together, these papers suggest that optimum BMI for best life expectancy is in the range 20 to 25, although in the lower part of this range watch out if you're a smoker (actually watch out if you're a smoker whatever your weight).

There are many resources available for assessing BMI.  The UK NHS provides a good "BMI healthy weight calculator" although maybe (from the above papers) letting their "healthy weight" range stray down to 18.5 isn't optimal.  The US NHLBI "Calculate your body mass index" site uses the same set of suggestions classifying underweight as <18.5, healthy weight as 18.5 - 24.9, overweight as 25 - 29.9, and obesity as 30 or more.