Legumes are a huge part of Tim Ferriss's "slow carb" diet. He has mentioned that he thinks they are excellent for fat loss (especially lentils... though he's not quite sure on the mechanisms).
What's funny is Robb Wolf did a guest post on paleo on the 4HWW blog and this topic came up. Here is Tim's response:
"Many of you know that I consume some legumes and beans. Normal cooking will reduce anti-nutrients in both, but, when possible, I also soak them overnight beforehand in water with a tablespoon of baking soda. Soaking for 24 hours at room temperature has been shown to remove 66% of the trypsin (protease) inhibitor activity in mung bean, 93% in lentil (this is what I eat most often), 59% in chickpea, and 100% in broad bean. Remember also to distinguish "in vitro" (e.g. red blood cells in a petri dish) vs. "in vivo" (e.g. after normal digestion) studies.]"
http://www.fourhourworkweek.com/blog/2010/09/19/paleo-diet-solution/