Squats are king. It's been said over and over. Deadlifts are good too, but not on the same day. Heavy weights do build bigger muscles. You can ultimately go VERY heavy on squats, but keep the reps low. Don't forget your warmup sets. Try to go as deep as possible to involve your glutes. Use a weight belt. Don't be embarrased to tape up your knees. You get good support and it helps you use heavier weights when you are at the point of needing to tape them. I tape for any squats over 225#. Also, you should do leg curls to thicken your hamstrings area (back of the thighs). And calves, both standing and seated as each exercise works a different muscle in the lower leg.
A general routine for good leg building would be:
1) Squats 5 to 8 sets of 5 reps, to a max weight
2) Leg curls 4 sets of 8 to 10 reps, moderate weight
3) Standing calf raises (fully down and fully up), one leg at a time 4 sets of 15 reps, moderate weight
4) Seated calf raises (fully down and fully up), 4 sets of 8 to 10 reps, to a moderately heavy weight.
You could also toss in incline squats with legs close together (machine) or lunges; leg presses; and leg extensions, but I feel they are all more like extras, not must do's. I could/would do some or all of these except leg press on the same day as my normal leg routine. I would do leg presses as an alternate to squats, but I feel it isn't as effective.
My routine is the 4 exercises I detailed above, plus a 2nd day 3 or 4 days later that is just leg presses and more calf work. Your quads will grow! Calves are a bitch, and if you don't have naturally good calves you are going to be working very hard for any results that you will get. But if that's your genetic situation, don't fret, just do what you can.
Oh yeah, last thing. EAT! EAT! EAT! Don't try to do this with too few calories.