I have thin hair as well, and the only thing that works for me is basically a day-long process! If blowdrying agrees with your hair (it makes my hair look really bad), use the tips above.
1) Wash hair with Ojon Hydrating Thickening Shampoo and Conditioner
2) Work John Frieda Frizz-Ease Serum through hair
3) Work Jonathan Create Volume Thickening Foam through hair, scrunch like crazy (I need to define my waves)
4) Flip hair upside down, twirl it into a messy bun, and clip it on top of your head. It looks really stupid, but it makes my hair defy gravity and helps hold the curl in place. I re-twist it a couple more times until it dries, and then it's good to go! Sometimes I change up the routine with different but similar products sometimes, but this is basically it.