The increasing global prevalence of overweight and obesity highlights an urgent need to explore modifiable obesogenic factors. This study investigated the impact of lifestyle factors, such as beer and wine drinking, cigarette smoking, and leisure time screen viewing activities, on body weight and the development of obesity. Individual level data were selected from a random sample of 3471 German adults using a two-stage disproportionate random sampling procedure. The empirical analysis employed a two-stage equations system and combined the endogenous treatment effects model with the quantile regression technique. Our estimations showed that the decisions to smoke and consume wine and beer were positively interrelated, especially in women. Frequent beer/wine drinkers of normal weight were found to have a lower BMI in the male subsample. Quantile regression estimates indicated a significant influence of smoking on BMI in both genders, with smokers’ BMI following an upward trend, especially in the upper quantiles of the distribution. Leisure time screen activity was found to have a major impact on females’ BMI. Prolonged television viewing and regular computer gaming had a strong relationship with weight increase in overweight women, whereas internet surfing was inversely correlated with the BMI of normal weight and slightly overweight female participants. Nutrition and health policies should direct individuals toward alternative recreational activities in order to substitute screen usage and reduce sedentary time. This study also raised doubts about the general belief that smokers have a lower body weight. As unhealthy behaviors usually co-occur or cluster together, obesity prevention interventions might also contribute to a decrease in smoking.