[lil_kismet]

I've had great luck with Goody Sp'oodles for achieving that wavy look. They are these colourful spongey/gummy tubes that you'd roll into your hair.

After showering, towel dry your hair and work in your favourite curling product. Then dry your hair, but not completely -- you want your hair a little bit damp. Take the time to neatly roll them into your hair and leave them on over night (they are spongey, so they are much easier to sleep with than a set of plastic rollers in your hair). To my surprise, they stay in your hair fairly well.

These Sp'oodles really work! I think the trick though is to actually take all the time you need to roll your hair up with them neatly and tightly. And if you know your hair is curl-resistant, then I would roll them up in smaller sections.