My DS was also a hungry baby, and I introduced foods at an early age. I found that the rice cereal constipated him and introduced the jars of food with veggies and meat in them. He absolutely loved these and have not looked back since. Even now when I give him cereal (at 6 months), this tends to constipate him, so I just stick to what I know.
Let us know how you get on.
HTH.
Paula - Mum to Thomas - 12 July 2005