I have pin straight hair thats really fine in texture but thick in weight.. So as you can imagine curling is difficult haha. But I've finally figure out the perfect "routine" so my curls can stay in for a couple days.. The second day I usually recurl the front part just to clean it up a bit, but other than that.. this is what works for me!!
I rarely blow dry my hair, it's too damaging because I always use a curling iron or a flat iron daily. So, I usually take a shower the night before and simply re-wet my bangs and in the AM and just blow dry them to keep them polished.
When my hair is damp (but not at all wet) the night before, I apply Redken Elastic Works Waving Gel. This gel has a nice, strong hold but a really natural, flexible finish. It also has shimmer particles in it so it enhances shine. Then I apply Peratin Fortifying Reparitive Serum to protect from the heat and enhance shine and defrizz. This is serum is honestly a god-send.. my hair stylist recommended it and it's amazing for weightless shine and defrizzing and protects from heat too.
I curl my hair with a 1.25inch curling iron and pin the curls up into "pin curls" you might try you-tubing how to do this) to set the curl. I let the hair cool for 15 minutes and release! Spray with Fekkai Hairspray and voila.