You should always be making sauce when you make pasta. Even if you are using jarred sauce, throw some of the (previously salted, you did remember to salt the pasta water before you cooked the pasta right?) pasta water in a saucepan and saute it then add the sauce and simmer. When it thickens up enough, add the pasta to the sauce and enjoy.

You can thicken soups too, anything you'd use flour to thicken.