http://mega.ist.utl.pt/~rmlbgs/nutri.html
According to this website, caffeine encourages lipolysis and...

"Caffeine increases the level of circulating
fatty acids. This has been shown to increase
the oxidation of these fuels, enhancing fat
burning. Caffeine has been used for years by
runners and endurance people to enhance fatty
acid metabolism. But apparently the effect is more
pronounced in people who are not habitual users
of caffeine. For the above reasons, it is a myth
that taking 'too much' caffeine will cause an insulin
burst and lead to weight gain."

This seems to contradict what is stated above... and as coffee is really the only vice left to me, I'd love to know what the real story is!