I'm currently doing the weight gain thing, and I take in about 2500-3000 calories a day. I eat quite a lot of fresh fruit, protien shakes, and occasionally natural peanut butter and whole wheat sandwiches. It's worked fairly well so far (20 lbs in 5ish months), and still increasing. Start cooking for yourself also. It's an easy way to make a calorie filled meal (but again, not too much at once), and you can make enough for several meals at a time.
I also try to space my eating to every 2-3 hours, and never try to stuff myself during each meal.
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