IMHO to improve the thickness of the hair growing out of your head you need to treat it like you would a growing plant. Make sure the "ground" (i.e. your scalp) is clean and full of nutrients:
I'd say that massaging and oiling my scalp nightly and shampooing 1x/week has kept it clean. And taking vitamins and drinking a protein shake 1-2x/day helps.
In fact, the past month I've been drinking "Body Fortress: Super Advanced Whey Protein - Vanilla flavored. You get 26g of Protein in ONE serving!
I mostly did this because I've been trying to lose weight, but my hair is SIGNIFICANTLY THICKER. I have almost an 1 inch (~.9) of new growth and even when I straightened it it was noticeable thicker than the rest of my hair. It actually looks kind of funny, but I'm going to be putting it in braids soon anyways!
If you go to my blog it also says what else I'm doing, but I would say protein and treating your scalp with care are the two biggest things that gave me thicker growth. HTH!!!