cellulite is a pain in the you know what... and yes, even when I was thinner I had it - I am coming up on 29 - but in High School and in my younger years I did not.
I have read that exercise helps immensely - I don't just do my 20-30 min walk, I go to a gym so I do the stairs and etc but also things like Lunges and squats help tighten that up!
Good luck, If I read anything else that strictly pertains to cellulite I'll post. Just don't buy into the "magic" creams and what not - that is rubbish.