My hair is also incredibly stick-straight (I have native heritage).
Curls made with heated devices don't last well in my hair, especially in humidity or damp weather.
Sometimes I will pincurl damp hair and dry it with a hairdryer and let it sit for a long time. That takes almost a full day but if you are going out at night and don't have anywhere to be...
Two overnight solutions are sponge rollers and braids. These are cool because you can sleep with them overnight and if you do it right, it doesn't interfere with your sleep.
For the sponge rollers, just dampen hair slightly at bedtime, add some product and roll up. You can roll them so they're on top of your head --- that way you can sleep and it doesn't hurt. In the morning, take them out.
The braids are similar... dampen hair a little, add product, and braid your hair. Big braids give you big waves, little braids give a crimped effect... you can alternate the braid sizes for a really wild look. Braid as far down to the ends as you can. If the ends look too straight in the morning, you can use a heated crimper to fix them.