ya I have one cat who is a little pudgy, but she seems built to be that way. Both my cats are indoor and I use blue. Make sure you buy the type specifically for indoor cats.
As for exercise (@ anyone with fatties a.k.a. richardd): taking them for walks is good mentally because of the fresh air, but as someone says, you don't actually "walk" the cat. One of my cats loves the leash (she fucking runs and sits and gets ready to have it put on whenever she sees me take it out) but still the "walking" is basically me taking her outside while she wanders aimlessly smelling shit, jumping on bees and scratching a few trees. Not really weight-loss inducing.
The best weight loss I've found is simple. Laser pointer. I don't think there's a cat that exists that won't go fucking nuts trying to chase the dot. For indoors it's more important to make sure they are doing activities like that. Get one basically at any pet store/walmart/target/etc. and try to play with your cats a little bit everyday. Sometimes people don't realize how much attention they need to give cats considering how independent they come off to be.
Other good toys are things like the fishing poles and have them jump and chase them. If you get lucky, some cats actually like to play fetch (my fatty loves to chase after her toy mice...she doesn't bring them back though

)
Edit: also, if you don't have a cat water fountain, get one. They definitely will drink more water because it's keeping it aired/fresh. And more water in their system = less food they'll be eating.