I have straight hair and I make it wavy by first washing and blowdrying it to mostly dry. Then I rub one pump of Garnier Fructis sleek and shine (God I must sound like a sales rep for this but I use it for everything and it really is good!) through the ends to mid lengths so that it doesn't look frizzy. I divide my hair into three sections at the back and twist each of these sections tightly, pull them forward towards the top of my head and clip/pin them there. I then get the hairdryer and blast it with some hot air, then use the cool shot, then some more hot, then cool shot a few times. I'll leave it up like this while I do my makeup and get dressed (so about half an hour to forty five minutes). I then take it out and gently shake the waves out with my fingers. My hair usually looks glossy and loosely wavy. If I need it to hold I'll use a bit of hairspray or spray gel or something like that.
Other products I've tried that have worked well include:
Kusco Murphy Bedroom Hair (smells great, nice texture and waves hold well) This is an Australian product *I THINK* and is about AUD$29
Kusco Murphy Beach Hair (a bit more of a grainy texture to make your hair look like its air dried after a day at the beach - a bit more of a messy look) AUD$29
PPS Sea Salt Spray can help a bit and sometimes I spray this on just after I've twisted the hair. (This is Australian too but there are heaps of other brands that make this sort of thing e.g. Wella, John Frieda).
If I need more defined curls that will last I use John Frieda "Funky Chunky" and a ceramic curling iron
Hope that helps!
Catherine