If your lawn grass is in fairly good shape but is thinning you should consider dormant seeding. Dormant seeding is simply adding grass seed to lawn areas either late in the fall or early in the spring - while the lawn is not actively growing. The idea is that the freeze and thaw of the winter (and/or) late spring will work the seed into the soil surface and the grass will be ready to sprout when appropriate conditions for germination come in spring. Dormant seeding isn't as effective as seeding in early fall but it is a great alternative for a thinning lawn that could use additional density. It's also a good idea for newer lawns that haven't fully thickened up or lawns of fine or tall fescues that don't spread horizontally by rhizomes.
A portion of the seed may wash away or be eaten by critters over the winter so don't expect miracles, but overseeding is a valuable tool. Many organic lawn care services recommend overseeding annually as a standard practice. The idea is to continually fill in any thin areas of the lawn so weedy plants cannot invade and spread. We recommend overseeding in early spring - while there is still frost in the ground, and again around Labor Day. Use fresh (or properly stored) seed each time. You should also "use up" any old seed you may have in the basement rather than allowing it to lose viability in storage.
Overseeding can be an easy part of a successful lawn management program and should be considered a cheap and easy insurance against a thinning lawn and weed invasion.