I agree wholeheartedly with the suggestions of a cold rinse and using a styling product to help bulk up the hair. I might be in the minority, but I found moisturizing shampoos to be counterproductive. They left a lot of buildup on my hair, and not the good kind... they weighed down the hair, which made it stand out even MORE from the healthy hair.
The biggest recommendation I could make is to use Minoxidil. Improving the thickness of my existing but thinning hair was the first and most significant improvement it made. The exact problem that you have (and I used to have) was the exact thing that minoxidil fixed best.