With the basic knowledge of the biology of dental sensitivity, this next part will be quite easy to piece together the puzzle.
WHAT CAUSES SENSITIVITY?
Listing down things like this is part & parcel of studying dentistry. I noticed that almost all of lectures comprise of lists and lists of things i.e signs & symptoms, risk factors, clinical features etc. Since joining dental school my train of thought has always been in lists rather than in paragraphic words or in images.
Anyway, all the things below have one thing in common, that is exposed dentine.
1) Gum recession – gum diseases (gingivitis and periodontitis) cause the gum level to recede or inflame, exposing the root surface dentine.
2) Tooth decay – caries can cause cavitation and bore a hole in your tooth down through the enamel into dentine, once again exposing dentine.
3) Cracked tooth or leakage in filling – these are similar as they create a communication directly into the dentine from the outside world, causing fluid pressure changes etc.
4) Tooth whitening – bleaching products contain hydrogen peroxide as an active ingredient with a possible side effect of sensitivity. Take caution before getting your teeth whitened!
5) Toothbrush abrasion – intense brushing with a hard toothbrush can rub away enamel especially at the gum margins, exposing dentine. Use a soft/medium toothbrush and use circular motions as if you are massaging the gums.
6) Acid erosion – either extensive extrinsic (from acidic food and drinks such as soft drinks and orange juice) or intrinsic (from gastric reflux) causes. Can cause slow wearing away of enamel thus leading to exposed dentine.
READ THE INGREDIENTS!
Now, toothpaste manufacturers like to throw at you terms like Novamin, Pro-Argin, Pro-Relief, Pro-Expert. But what do they mean?
This part is going to be handy. I’m going to tell you some neat tips to guide you to buy what’s suitable to treat dental sensitivity.
Colgate has this product called Sensitive with Sensifoam – containing this special ingredient called potassium nitrate (KNO3). Potassium salts act by diffusion along the dentinal tubules and decreasing the excitability of the intradental nerve fibers by blocking the generation of action potential. Also, toothpastes containing potassium nitrate and fluorides have been shown to reduce post-bleaching sensitivity. 
Besides Colgate, a number of other manufacturers do make toothpastes containing potassium nitrate, look out for those!
The original Sensodyne made by GlaxoSmithKline was first marketed in 1961 as a desensitising toothpaste with strontium chloride. Today, Sensodyne is synonymous with tooth sensitivity, and is well-known among people with sensitive teeth. SrCl2 forms a barrier and blocks the openings of dentinal tubules, thus not allowing fluid movement within the tubules.
Arginine + calcium carbonate
This is one of the ingredients marketed by Colgate as “Pro-Argin” and “Pro-Relief” products. It serves the same function of strontium chloride, plugging dentinal tubule openings. Arginine and calcium carbonate work together to accelerate the natural mechanisms of occlusion to deposit a dentine-like mineral, containing calcium and phosphate, within the dentinal tubules and in a protective layer on the dentine surface. 
Most toothpastes that contain fluoride come in the form of sodium fluoride and sodium monofluorophosphate. Stannous fluoride, for you chemistry nerds, is tin (II) fluoride (SnF2). Oral-B’s Pro-Expert line is one of the toothpastes containing this version of fluoride.
Stannous fluoride acts in a similar fashion as that of sodium fluoride, i.e. formation of calcium fluoride precipitates inside tubules. Also, some studies have shown that stannous fluoride itself can form insoluble precipitates over the exposed dentine. 
FYI I’m not endorsing any particular brand nor am I paid (I wished I was!) by these companies to talk about their products. Which is why I included a pictured example of one of each brand’s products!
If you do have sensitivity, I suggest you read the ingredients list, and armed with the knowledge I have given you, make an informed decision. One man’s meat might be another man’s poison, so you may have to try different products till you find one that works for you!
There is a lot of research pouring into exploring dental sensitivity. New products come and go all the time. Who knows, in the future, we might a complete cure for sensitivity?