I recently picked up the Tresemme Prefectly (Un)Done Wave Creation Sea Foam after seeing some commercials claiming beautiful beachy waves (If you didn't know, I'm a marketers dream.) This product is truly amazing! My curls last for TWO DAYS with this and no hairspray!
You put it in wet hair and blow dry like normal. Once blow-dried, it does feel a little weird. Kind of like how your hair feels when you leave the beach (which I guess makes sense since it contains sea kelp extract,) but once you curl your hair, the weird feeling goes away.
When I curl my hair, I use a 1' curling iron and curl 1-1 1/2" sections of hair away and toward my face (alternating the direction.) I've found this helps the curls appear more natural than them all curling the same way.
Tresemme Perfectly (un)Done Wave Creation Sea Foam - Target, $4.99
Revlon Healthy Hair Nutrifusion 1" Conditioning Triple Oil Infused Curling Iron - Target, $18.99