Actually, while I agree with Bobby ( a calorie is a calorie is a calorie), a calorie is not a calorie, only because of this:
The thermic effect of food.
Say you were on a diet of pure carbs. Pure carbs are pretty easily converted to fat for storage so it takes a very small percentage of these calories to actually convert them. Lets say 10% of those carb calories are "burnt" off just to store them.
If you ate a pure fat diet, fat is fat and it takes virtually no additional energy to store this macronutrient.
If you ate a pure protein diet, protein is the hardest to convert to fat and it takes approx. 25 percent of the calories you ate in protein to convert it to fat. So say you ate a 100 calorie chicken breast...you would need atleast 25 calories of that to convert to fat and your "net" calories, if you will, would only be 75. See??
So, I would have to say, if you could isolate each macronutrient and just eat one or the other (which would almost be impossible) you would stay the leanest on a pure protein diet, second leanest on the carb diet and third leanest on the pure fat diet.
Since you can't realistically do that, nor would you ever want to, I like to have more protein in my diet simply to feed my muscles and to take advantage of this thermic effect. I have to say that I believe a higher protein diet, say, 50-30-20 (carbs, protein, fat) will keep you leaner than a diet of say 75-15-10.
Boy am I rambling.....hope this makes some sense....
Janice