One easy way: Use a sustain effect processor (Glossary of Guitar EffectsGlossary of Guitar Effects). A sustain effect just saves the highest volume you played and raises the volume gradually as the tone from the guitar decays, thus effectively sustaining the volume at an equal level or at least a slowly decaying level in the dry channel.
Other Tips:
- Use a good guitar. Bad guitars often have bad sustain. The neck has to be very stiff. The saddle, the bridge and link between body and neck must be of good quality. The quality and youth of the strings is also important.
- Use a genuine electric guitar, not an acoustic guitar with a pickup.
- Be sure to press the string good enough. Don't put your finger on the vibrating part of the string, but left from it.
- Don't play too loud. Loud tones decay faster, due to anharmonicities.