Firstly you can either use a pencil or eyeshadow to fill them in (or both if you want to drastically change your eyebrow shape e.g making them look more arched etc.) pick the right shade that matches your hair such as the MAC eyeshadow in 'Omega' is a good one for the blonde haired and 'Charcoal Brown' is a good one for more darker haired, and you can mix other shades to make it match your hair colour a bit more.
no7 eyebrow pencil (the name has rubbed off :( )
Eyebrow pencil: First use a spoolie (sp?) to brush through the eyebrows so they're not looking crazy and wild, I brush mine upwards at the front and then slanted at the end, then with small strokes fill in the sparse areas to replicate the look of hairs so that it looks natural. Then brush through the brows again with the spoolie and you're done!
MAC Cork eyeshadow & Brun eyeshadow (mixed together)
Eyeshadow: When I use eyeshadow to fill in my eyebrows I like to use a small angled brush (such as the MAC 266 or the Sigma E65) and again with small strokes fill in the sparse areas, then use a spoolie to brush through the brows to get rid of any excess powder. It's pretty simple but a nice way to make your eyebrows look a bit more fuller!