My friend Lisa tried that cool shot trick with her hair dryer last month. She blasted her roots with cold air for like thirty seconds after styling. Her hair had crazy volume that didn't budge even during her commute. She's totally converted now and won't shut up about it. Says it's the best free tip she's ever found online.
Did Lisa's volume actually last the whole day or just the morning? I've had tricks work for a few hours then completely fall flat by afternoon. That's the real test for me.