If you have just bought yourself some very expensive straighteners, or you are thinking about it, why not consider the idea of curling your hair with straighteners? You can get more controllable curls which are far easier to manage than your natural hair is!
Try:
1. Make sure that your hair is semi-straight, or if not straighten it.
2. Spray on some heat-protection spray and then divide your hair into sections. The fewer the number of sections the tighter the curls will be.
3. Take the straightener and clamp it over the top of the section, then whilst pulling down the straighteners turn the straightener round. To produce a tighter curl clamp harder with the straighteners and pull harder when you bring it down.
4. Do not brush your hair after you have done this, but simply tease through with your fingers. And add some shine spray.

Another way to curl your hair that always creates great celebrity styles hair effect is to use some heated rollers. The type of rollers that you should get should depend on how long and thick your hair is, and how tight the curl that you want to achieve is.
I would recommend for short thin hair to use a straightener (the above method) or tongs, for thick medium length hair to use some medium sized heated rollers and for really long hair I would use some very large velcro rollers. Try using these on wet hair and then drying off with a hair dryer (be sure to have plenty of hair grips on hand however).