I may have missed it, but did you say how long you flowered for? As mentioned, they may not have been finished, even though the hairs were dark - but I can understand your frustration and confusion when the buds remain 'airy' and light at that point. It sounds like you're growing some sativa dominant strains considering the results you're having - do you know the strain(s)? Sativas can often give you much 'airyer' buds, regardless of the grow environment, and if the genetics are from outdoor only grows, the chances are even greater when attempting them indoors. Maybe try to get something next that has more Indica in it...

One suggestion I can offer (aside from agreeing whole-heartedly with the posts already made here), is to LST (train) your plants low and encourage more branching to keep it bulky early on through veg - then flowering will push out energy to more tops and you should see less stretching - less stretching means less distance for the plant to supply it's growth/flowering evergy to... and hopefully some thicker tops. Topping the plant(s) will also help.

Another trick that I like to use it twisting and pinching the tops about 2 weeks into flower, right when the start the 2-week stretch. About 4-6 inches down each top, find an open space between nodes and pinch the stem to break the cellulose in it - do that to all the tops, and it will instinctively 'repair' itself over the next week, and help bulk up your tops a bit. I've experimented with that technique in my last 3-4 grows with good results...

Hope that helps!!