Natural high-calorie foods vs. low-calorie substitutes. What's better?

Hello,

I'm trying Weight Watchers right now, and trying to figure out the
proper foods to eat, and I have the following question:

What is better, higher-calorie natural foods or low-calorie
substitutes.

For example, eggs vs. egg substitute.. Sugar vs. Sugar substitute.
Oil (olive/canola/etc.) vs PAM spray...

Personally, I prefer natural foods. However, I have found that for
me, using natural foods, the portions are too small to be satisfied.
Using substitutes, I'd get larger portions, but are all the additives
worth it?

Any suggestion will be greately appreciated!

Thank you!
Elana