Have you tried Frederick Fekkai? I don't have the same hair type as you but i do have dry frizzy hair and the Fekkai products seem to work the best.
I have yet to find any product that will work when the weather is very humid though.
A question: are you happy when you walk out of the salon? What are they doing that you could be doing on your own?
For example, I try to really watch just how my hair is blown dry and try to duplicate the technique.

I've been using Christophe mousse, which works pretty well to give my straight hair a bit more oomph. I get it at CVS.

And I use Paul Mitchell non-aerosol hair spray, just a bit.

I'm an aveda girl. Depending on the hairstyle I want for the day I will use something from this quiver of products: http://www.aveda.com/product/7444/16976/Styling/desired-result/create-volume/Volumizing-Set/index.tmpl
But I can not say enough about the foam. The hair spray holds without bring sticky or smelly. I love the tonic and prep too... Not too expensive considering how long the products last.

Here is a link that might be useful: Appears the link above is broken try this

Kerastase shampoo, conditioner and volumizer spray. Wildly pricey but seriously good.

For volume, I like Aquage Foam Root Lifter.

Hairspray - For about 15 years I used Vavoom Freezing spray (it's a dry finishing spray). Occasionally I would try something from the store and I felt they were all crap. The spray was too wet or too crunchy or so 'flexible' what was the point? I found Tresemme Climate Control hairspray and have been using that for about a year. It's the same consistency of Vavoom for a much cheaper price tag.

Depending on my cut and how I'm styling, I'll like Got2B Glued basting freezing spray. You can make your hair stand straight up with this stuff. (I don't.)

I have curly hair and use whatever sulfate free shampoo I can find. It's made a big difference in the dryness of my hair.

The best product I ever found and used in my salon was Bed Head Queen for a Day root lifter and Bed Head Tigi lotion for blowdry hair. You get massive volume depending on how much you use. You can always find it at Target and sometimes on sale at T.J. Maxx or Marshalls. Also Revlon Spray Starch # 15 is excellent for blow dry hair before you blow it dry. It keeps all moisture out so no frizz. I have fine hair and can make it look so thick with these three products.

Joanie, I meant to ask if your hair is natural or tinted. Just so you know tinted hair gives the hair more volume as the strands swell a bit when tint is applied and it becomes less limp. Do not use conditioners on limp hair, it's a no no. I use Tresseme volume shampoo which adds more fullness.

I too have thin, limp, straight hair. I have found that using curlers instead of blow drying gives my hair more lift. The one advantage to this type of hair is that it dries quickly. So I wash my hair, get as much moisture out as I can with a towel, put in the curlers and then go about getting ready for the day. My hair will dry in about 20 minutes, and if I don't have time to wait, I will use the blow dryer before removing the curlers.

Yes, my hair is high-lighted which does give it a lilttle more body. I do use conditioner just on the ends as they tend to get fried from the blow-drying. Thanks for all the suggestions...I will be picking some products out to try soon. My hairdresser swears by Paul Mitchell...she has fine hair like me and uses that stuff that is literally like Elmer's glue...I end up making a mess when I have tried and and never got the hang of it.

My hair is very thin and fine so volumizing products have always been a problem since it builds up and becomes sticky very easily. I have used very expensive brands like Kerastase, Fekkai, Shu Uemura & Oribe and just can't justify the expense anymore.

I've finally settled on Pureology. It's not drugstore cheap but a very good mid-range product. So far, I have found all of their products to be superior and leaves my hair soft, shiny and with volume without feeling like I have a bunch of product in my hair. It's sulfate-free too. The one negative is that they really need to work on the smell. It's not bad but it could be a lot better.

I meant to add earlier: I started using this Kiehls shampoo over the summer and I really like it.

Of course the best thing is to have the right haircut for your hair type. I continue to keep trying to grow out my hair every couple of years -- and was stupid enough to spend this hot summer doing just that -- only to get it cut short again because really, my hair just doesn't behave when it's more than 3" long! I just got it cut short again last month and I feel like "me" again, and my hair is just so much easier to deal with.

Here is a link that might be useful: Shampoo