I worked at a make-up counter for a long time, had the professional artist lesson and all that jazz. It was fun.
Anyway, one of the big things they tell you (and this goes for clothes, furniture, just about anything) is that lighter colors stand out while darker colors recede. Eyes are the most requested feature to make over, so a very common tip in the industry is this: if you want to add shape to your eyes, add a touch of white or ivory eye shadow just below your brow and a darker color in the crease.
The same principle applies to blush. Most people ask to accent their cheekbones and make their face look thinner. What a makeup artist at any cosmetic company in any department store will tell you (or any makeup book you could buy) is to use a blush or foundation 1 or 2 shades darker than your normal color or a specific low-lighting product right below your cheekbones and into the hollow of your cheek and to use either a slightly lighter blush, foundation, or high-lighter on top of your cheekbones (right beneath the corner of your eyes).
So to make your face look fuller, do the opposite. Get some powder in a shade slightly lighter than your skin tone, perhaps with some irridescence, and apply it to the center of your cheeks, below your cheekbones.
And Melissa is right about starting at the hairline and working in. It makes the center of your face seem more open.
In one of his books, Kevin Aucoin (who, by many accounts, is one of the greatest makeup artists ever) shows an exaggerated face contouring system, using the darker colors to recede parts you think stand out too much, and lighter colors to draw features forward. The model looks like a zebra in the picture, but you can work with that theory and suit it to your own face. I tried it once with high-lighters and low-lighters (hey, I was working at a cosmetic counter, all of the fancy products were just sitting there at my disposal), and I got more compliments on my makeup that day than any other day I can remember. It really does make a difference, and the best part is, no one will know what you did but you!
Hope this helped! Any other questions, feel free to ask--I could talk about makeup all day!

~Elisha