peanut butter is a good one...we have a thread about smoothies that has a few recipies... I like to use carnation instant breakfast for a base and then I add all kinds of things to that in a blender with whole milk. I have a friend who adds peanut butter to the chocolate ( I have never tried this but it sounds good). I try to give my son a supplement drink at each meal inplace of a beverage.
my son will alos eat lots of donuts ( I know they are not the best for you but they are loaded with calories)
try multivitamine for his apetite.
High calorie food that my dd like: honey & butter,walnuts(crushed & mixed with honey), bananas...
GET SOME ALLERGIE TESTING. SOME KIDS AVOID CERTAIN FOODS CAUSE THEY ARE A ALLERGIE TO THEM. THE MEDACINE ALSO COULD BE DOING THIS IF IT IS A STIM. WHEN DANIEL TRYED STRATTERA HE ATE THEN THE MEDACINE.
THESE KIDS NEED LOW REFINE CARBS.
SMOOTHIES ARE GREAT LET THE PERSON MAKE STUFF THEY LIKE AND MORE LIKELY TO EAT THAT ITEAM.
Peanut butter with pretzels
Yogurt (low carb)...dip all kinds of veggies in this
Hamburger, chicken, porkchops...high protein items ( I learned that at the Arches...hamburger is a better choice than nuggets)
Breakfast bars low in sugars
all the above were recommendations by our nutritionist
Involve your child in the menu planning. I've bought several child friendly cookbooks and searched the net for ideas. My son is 4 1/2 and loves to cook with me. He even has started requesting that I read the labels at the grocery store. 
Good luck!
Ice cream in between meals helps alot.Thank you everyone, all great ideas I plan on looking for the thread about smothies. As for the allergies I don't think that is our problem because he eats fine when he does not take his meds. Unfortunately he does not like peanut butter. Any thing I can get into him is usually a go because of the weight loss.
One of these days yall are gonna kick me off the parent's board. 
On meds I find that I prefer liquid anything, soup is great (I used to hate it.) The microwave and drink out of the can ones are ADHD friendly. I crave very-not-lean-or-dry MEAT, any kind of nuts, and peanut butter on apples. I don't crave sweets, but I am interested in eating them if they are around. Bread or anything dry is kinda yucky. *shrug*
Know what foods your child likes and entice him that way. Shakes are hard for my child too gets bored and changes her mind daily.My daughter has been on an ice cream eating binge for the entire summer, and she has gained 2 lbs! She also eats alot of peanut butter and peanut butter and jelly sandwiches. These are not empty calories, so I pretty much let her have them when she wants them, as long as it's not too close to meals.