Mimi, I think you need to start solids when you think your child is ready. I started James at 5 months 3 weeks because he was interested in food. He is not fussy in the least. I have introduced most foods to him and has loved the stranger ones.
One of my firends has found more issues with "fusyness" in her younger daughter who she started on solids one veg at a time - pureed to heck the purity way (sorry I think purity is over pureed - its 90% water and the consistancy of a sauce) and only introduced to normal food at 1 Her son was started on normal family foods at 9 months and he eats everything. He hasnt had any allergy issues (and has had egg, peanut butter, wheat, dairy and soy) - hes now 6months 3 weeks.
As for the studies I think people get confused about stats - the same reason why I have had people say to me that they breatsfed and their child got sick, but the formula fed child didnt. Breastfeeding does not make you bulletproof:) The above statement is kindof like saying I drove home drunk last weekend and didnt have an accident. On monday I drove home from work sober and was involved in one, therefore its safer to drive drunk:) (and no I'm not comparing formula to drunk driving its just a stats analogy)
When studies are done they look at large populations and average it out, so if a baby is started on solids too soon then they are at increased risk of obesity in later life - this does not mean that your child definitely will be overweight if they start solids at 2 months, nor does it mean that a child who waits until much later will not have weight problems. It just means that the incidence is much lower in the one group.