| Like BlueSky said, if you're going to put on weight, it's far better to put on muscle more than fat.
The best way to do that is get on a strengthening program and eat enough protein so your body can build the muscle in the recovery after weight training. You don't necessarily have to join a gym and find a trainer although that's probably the easiest way. If you're a crazier independent sort like me than you can spend time hunting stuff out on the internet and slowly working out your own way, although I'll freely admit that where I am presently might not be as far along as it would be if I had gotten one-on-one instruction. C'est la vie.
I've put on 6 pounds in the past 2.5 months and most of that result is from finally deciding to take on the challenges of squatting and deadlifting. Then eating plenty of protein every day. I will say this, if you go for a trainer, look for one who will put on a program of free weights and exercises that use multiple muscles. If you want to put on muscle mass, you will want exercises that put the whole body under stress because that will best stimulate the metabolic response needed to build muscle. You want your body to grow? You need to give it reason to grow, the need to move heavy weights. And trust me on this -- nothing stimulates your appetite more than some hard squatting or hard deadlifting. I often feel ravenous after squatting or deadlifting.
Then like Jan said, blood sugar control is important. If your blood sugars are out of whack, the body can't recover and rebuild. | 
