A calorie is a calorie:
A unit of energy, often used to express the nutritional value of foods, equivalent to the heat energy needed to raise the temperature of 1 kilogram of water by 1 °C, and equal to one thousand small calories; a kilocalorie.
However, the nutritional value of the food eaten is where the real differences between different foods is the value I think most of us are speaking about. If you ate 10,000 calories a day of "clean" food and did nothing but lounge about in your toga, you would still get FAT as if you ate 10,000 calories a day of junque food.
So yes. A calorie is pretty much a calorie but what you do with it along with its nutrional value is what makes the difference. Like all things there is a balance in eating to be individually determined. For a healthier life one should eat a balanced diet and avoid junqe foods as much as possible.