i would use a curling iron.
Heres exactly what I would do to achieve the look:
-spray dry hair with curl enhancing spray (such as john friedas dream curl spray, which is what i use i also use john frieda brilliant brunette starlit wave spray) and scrunch it into your hair
-Take a skinny curling iron and open up the claspy thing
-WRAP the hair around it, dont use the clip (it really does make a difference!)
-Hold the hair wrapped around the iron with the clip still open
-Then do that all around the head (you can see that her hair has been curled ALL over because its all curly and thick)
-When finished, spray with hairspray. If you want it messier, i would suggest fluffing your hair up a bit with your hands and then spraying with hairspray while your head is upside down.