My hair got thicker most likely due to a combination of the following:
1. Started stretching for long periods (5 months plus, prior to that I would do about 3 months).
2. Reducing heat - I used to get blowouts every week, but I moved onto only getting the roots blown. This has helped tremendously.
3. Started texturizing (slightly relaxing). For my fine hair, bone straight relaxers = overprocessed hair. I only need to relax the curl pattern, and let the heat do the rest if I want my hair straight. This does not work for everyone, and I must admit it is work, but it helps me retain my thickness.
4. Taking supplements: Biotin, Pantothentic Acid, and Amino Acids.
5. Doing cellophanes every 6 weeks.
I started all of these in my regimine over a year ago, and by last Fall, people were noticing how my hair was getting thicker. Not sure which contributed the most, but all seem to have been helpful. Also, in the meantime you can incorporate thickening shampoos (i.e. Nexxus Diametress). I don't even need it anymore, because my hair is as thick as I need it to be.
HTH!