The paleo diet is all about shunning refined, processed foods, grains, dairy and legumes. The diet emphasises eating foods that cavemen used to eat like meat, fish, fruits and vegetables. Some flexible versions of this diet allow dairy products and tubers. Following this diet may help you lose weight and also cut down the risk of diseases like high cholesterol, blood sugar, blood triglycerides, and blood pressure. The problem with Paleo diet is that it can soon become pricey. Besides, cutting down grain, legumes, dairy from the diet is not easy and you may deprive yourself of essential nutrients.