Assess your facial/bone structure and get a flattering haircut. The haircut may be shorter than you are used to but shorter cuts usually have more body and give the illusion of fuller, thicker hair.
If your hair is very thin, avoid too much layering as this may only make the overall cut look 'flimsier'. It's OK to have a 'wispy' look framing your face, but you want as much body in the crown and back as you can get.
To achieve this fullness, wash and condition your hair with an appropriate shampoo and conditioner for whatever your hair texture is. Such as oily, colour treated, fine, normal, curly or thick. Be sure to rinse well - shampoo and/or conditioner residue will only make your hair look 'flat'. Also, it's best to use both a shampoo and separate conditioner as opposed to a shampoo/conditioner in one. Keep your hair very clean, and blow dry with your head bent downwards, drying from the root first. Drying the root first adds body. If you have the time, you can use a big round brush to add further body. Lifting your hair at the root when it is still damp, dry from underneath while twirling the brush. It takes practice but gives a nice 'lift' to your hair.
Sometimes colour highlighting helps. You may want to see a professional stylist for this one. First time highlighting should be done professionally and by another person as she will be able to see where the light hits your hair for maximum affect.
Shine, shine, shine! Healthy hair is best no matter its body. There are products that can add shine (spray ons or rub in products), however, too much product can also 'flatten' your hair. A very light spray of a shine product can give light reflecting highlights. Be careful with all styling products though, as they can weigh the hair down. Read the labels carefully, and use with a light hand.
Best: healthy hair. Keep your hair trimmed, clean and in a flattering style. It may take a while to find the perfect combination, but once you do, you'll know it - and so will everyone else.