I have thin hair and have found that past a certain length, there isn't much you can do to keep it from looking, well, thin. More length = more weight; weight x gravity x time = flat hair. Unfortunately.
There's all the stuff you read and hear about - blow dry hair upside down, use a volumizing mousse/wax/pomade and scrunch at the roots, sleep with your hair in pigtails, use hot rollers, etc. - and I can't say that it won't work for you, but I never got any significant volume until I cut my hair short. And even then it was still thin.
Even with short hair, none of the volumizing products worked for more than a few hours, with one (currently discontinued, blah!) exception. But mine is stick straight, thin, fine, and I have a both a weirdly shaped cranium and a slightly odd growth pattern, both of which accentuate my hair's thinness.
Oh, one more thing - I do the whole "no 'poo" thing, and my hair has more body and grip than before. So you may want to look into that, although the trade-off is that it doesn't give you that really silky, slippery hair that many people like.