@hairandme,
Just this morning, while at the local automotive shop to have the oil changed and emissions tested on my car, I read in one of the magazines of women returning to using nothing but bobby pins to curl their hair. This was all the rage in the US up until the late 60's and 70's when we were letting our hair grow long and using soda cans as curlers or braiding our wet hair to create waves.
The article said after washing and lightly drying your hair, you take 1 inch strands of hair and twist it in a direction away from the face, continuing with the twisting until it is tight against your head, and fasten it with two bobby pins. Let the hair dry naturally and you'll have a very tight, long-lasting curl. For more relaxed curls or slight wave, completely dry the hair and leave the pin curls in place for only 30 minutes.
I'm thinking of giving it a try myself.