I'm not overweight, but I've had my share of hurtful comments, cat-calls, etc. I actually find that this most often is directed at women - I just don't see men getting harassed in this way nearly as often as I see it happening to women. Personally, I think there is a kind of "underground" acceptance of fat bashing (underground in the sense that technically, mainstream society doesn't allow for bashing of ANYONE, but we all see the fat jokes on TV, etc) that ties very closely in with a similar type of underground acceptance of sexism (we've all seen the TV commercials that suggest a woman's love is bought by diamonds).
The most effective response that I have found to any type of rude comment or insult is laughter. It can be really hard to do when you're upset and hurt, but to me, it's the best response. I had been trying on dresses at the mall one day when I was a teenager, and two women who were a good fifteen years older then me were in the dressing area when I came out to look in the mirrors. One said to the other, quite clearly intending me to hear it, "Wow, that looks really slutty." The other responded, "Well, what do you expect?" with a significant nod in my direction - as though I was somehow inherently slutty and nothing better could be expected from me. I was deeply hurt by it (although I have to admit my chest was NOT contained by the dress - but how was I supposed to know that until I had tried it on and looked in the mirror?) but I was so shocked that I had a bout of nervous laughter.
In retrospect, it was the easiest way of showing the women that a) their behaviour was completely inappropriate, and b) that they did not hurt me, and I cared so little about their opinion that it was laughable to me (my actual hurt feelings notwithstanding, I wanted to give that impression to them). It also was a good way to deflect further engagement with the offenders - any type of verbal response only opened up the possibility for an even more unpleasant escalation of the whole situation.
So, my advice is, if possible you should laugh in the face of anyone cruel enough to do this and walk away.