I have a picky 23 month old who is at the 3 percentile in weight and 35 percentile in height! He is very healthy, active and happy though so we have gradually mellowed out on the whole weight thing.
The fruit smoothies absolutely can't be beat as they can be varied and are almost always loved, and I like the other suggestion to blend in a few veggies with it! Also, if your son likes BEANS, as ours does, you've hit the jackpot of protein, fiber & iron-rich foods also sugar-free! Try mexican food like burritos or enchiladas, or make your own beans at home if you can cook!
Another thing he LOVES is soymilk! We get the fortified kind so he gets iron as well a protein & vitamins, and he likes it better than cow's milk! He doesn't drink it all day, but it is comforting to know he is getting protein & iron, and it is accessible between feedings and doesn't go bad as fast as cow milk. Also, fortified cereals contain iron & other vitamins. I have to admit that I will let him have ice cream (strawberry or vanilla), peanut butter or oatmeal cookies, carnation instant breakfast, popsicles, trader joe's greek style yogurt, and other goodies fairly often because he rarely eats too much of it anyway. In fact, I think that since I have been more relaxed with the sugar, his appetite for all foods, including vegetables has increased.
Some surprise favorites for my picky eater (ALL OF THESE CONTAIN IRON and PROTEIN!!):
Cantaloupe w/cottage cheese
Dried fruit (esp. raisins, apricots, prunes)
Oatmeal (use colander to sift out half the sugar, add raisins)
Mashed potatoes (w/cheese & Spinach)
Clam chowder
Soy Milk
Shrimp (esp. w/linguine & white sauce)
Chicken drumsticks
Pinto beans (whole even better than refried)
Spaghetti
Tacos w/out shells, or ground beef w/fresh onions, garlic, cilantro, tomatoes.
Whole FRUIT (watermelon, grape, mango, plum, banana, apple, orange, strawberry, peach, blueberry, raspberry, papaya, etc., use melon baller when possible, - watch out for kiwis, many are allergic to the fuzzy skin)
Buttered MULTIGRAIN toast (prefers over white, try several kinds)
Cream cheese cubes wrapped in ham slices
nitrate/nitrite free hot dogs from trader joe's
broccoli (esp. w/mac n cheese)
quiche (trader joe's quiche mexicaine)
CHEESE (when all else fails)
Like another person mentioned, ours will go long periods eating hardly anything and then down a huge meal like a viking -- usually when my husband cooks or we go out to a restaurant he likes. If it's a favorite food, it still has to be prepared well (& I am a terrible cook!) He will also rarely eat the same thing two days in a row. I think part of the reason he doesn't eat a lot is simply that he is a bit of a gourmet eater. I don't worry about this though because I agree that putting pressure on children only creates eating issues in the future. I have always been a healthy weight and eaten what I wanted because I love healthy foods as well as sweets, and I was a picky eater growing up. My husband was SUPER SKINNY growing up just like our son, but he is a healthy 5'10" now.
A book which really helped me to relax is "My Child Won't Eat!: How to Prevent and Solve the Problem" (La Leche League International Book) by Carlos Gonzalez. It makes a lot of sense to me, and I also disagree with any type of forcing with respect to eating! Finally, offering 3 meals at regular times has helped but I NEVER pressure, and always have lots of grazing snacks between meals (leave out cheerios, soy milk, dried fruit, crackers). I used to make 20 things per meal, but it has helped to offer only 2 or 3 things max at a meal -- if he doesn't eat it shrug your shoulders, kiss him on the cheek and let him go! Sorry this response is so long, but boy do I identify with your angst! Good luck. :-)