I was diagnosed with PCOS a couple years ago. Luckily they caught it pretty early (I was 16 when diagnosed), so thankfully I never had a huge problem with weight or unwanted facial hair.
Changing my diet to a primarily diabetic low-gi diet (and taking metformin) helped tons, especially because all the extra mineral goodies in the food made my hair and skin a whole lot healthier. I've noticed it's growing quite a bit faster too! I'm going CG which is helping further. So to those curlies who mentioned they hadn't done a diet change, trust me, it's worth it!
For anyone else having trouble with thinning hair, extra vitamins are always good - I've found complex-B (with biotin), vitamin A and fish oil help a bunch. Zinc is good too, and works wonders some of the skin problems that often go with PCOS, especially with young people like me :P
Good luck to all those curlies dealing with PCOS!