I find that washing mine less often helps --- I use baby powder to control oil, but if you have darker hair, you could use a dry shampoo.
I also use Pureology shampoo and conditioner. It's done wonders for my hair.
As for getting a curl to hold... it's hard. If it's humid, forget it. But you can use a specially made curl activator --- I have one from Tresemme that I spray into dry hair, blow dry for a bit and then style with. It does help.
My hair is also very fine, and limp. I use The living proof full line (shampoo, conditioner, styling cream, and root lifter)
The roof lifter makes the biggest diffrence. Best of all, the formulas are flexible!!! For Hair sprays i like the flexible hold one from living proof, but Ojon makes a nice one too (white bottle?!).
As for curls.. oh lord do i feel you!! The only thing i can work myself is the bombshell by sultra (curling iron). I got it at Sephora. My hair curls SO nicely, and holds into the next day. I need to hairspray it, and i might need to do a few touch ups on the side i tend to sleep on, but hey!!
definetley try a root lifter/boost. there are so many now to choose from, most lines carry one. also the powder volumizers, like Dust It, Sexy Hair Powder Play, and Regis Design line has one that works better than sexy hair in my opinion and its cheaper. They add good volume to limp hair easy to use if your wearing it up or just to keep hair from looking so flat.