Contrary to what several people have suggested, shaving does not cause hair to grow in thicker. There are two likely explanations for this myth. One is that shaving cuts off the naturally tapered end of hair, leaving a blunt thick end of the hair exposed, which feels stiffer and coarser. Also, over the course of puberty and early adulthood the quantity and coarseness of hair in the areas that people often shave, including the face, legs, and airpits, naturally increases. Therefore if you stop shaving for a while, you might notice that the hair is thicker and/or covers a larger area, but that would have happened regardless of whether you shaved or not.
As as been metioned by several earlier posters, your body and facial hair is strongly determined by your genetics. Looking at the facial hair extent of your older brothers, uncles, father, and grandfathers will give you a good idea of your potential for beard growth. If they are all relatively hairless, chances are pretty good that you will be too. If they all have pretty full beards, then you may just have to wait a few years, since the cheeks are often one of the last places to develop secondary hair in late teens or early adulthood.