Hi Ambiguous,
Are you sure your hair came back thicker after shaving?
It's my understanding (from my electrolysis friends) that hair CANNOT be made thicker merely by shaving it - this makes sense - how can cutting the tip influence what goes on in the follicle?
Tweezing can make it grow thicker because when you pluck the hair the tension and minor trauma of pulling on the follicle brings blood to the area, which nourishes the hair follicle and can produce a thicker hair.
It can SEEM that hair grows back thicker, because the blunt end has a "pokier" texture, but when the hair eventually falls out, and a new one takes it's place, it will be fine tipped again, and thus not so "pokey."
The exception to this tweezing thing seems to be if you are waxing hair that is already very thick and coarse, like armit, beard or groin hair, you can damage the follicle enough to where it produces a finer hair then what was there before, but still thicker than it would have been had you started off with a fine hair... does that make sense?
Anyways, don't know if your interested in all this, but thought I'd share...

Paloma