I posted that I'd had good results with the John Frieda 7-Day Volume Treatment a while ago, but I wasn't sure what was in it that made it work. The cosmetic chemists at The Beauty Brains have explained it all for us. It's the polyimide-1 ingredient that does it, if that means anything to you. They spell it all out at the link, so I won't repeat it here. Their conclusions seem to be the same as what I came to empirically: it will create some volume, though not a huge amount, which will last for a few days, and it will probably work better on some hair types than others.
(Note: They say that you need to blow dry after the first application to get it to really work, but I had increased volume when I just air dried as well.)