Like so many other things, I think that hair is pretty personal. Having said that, I have quite long (past my shoulders) fine, thick, curly hair (not corkscrew curls but an obvious "S" bend) that frizzes quite badly - even worse in the humid, tropical climate that I live in. After years of fighting with my hair, thousands of dollars of product and reading all there is to read on the topic, here is what I do:
1. Wash every other day. I have tried and don't buy into "curl" shampoos. What I do wholeheartedly support is a weekly hydrating mask for your hair. I use Kerastase Oleo Curl Intense Masque. I put it on in the shower or bath on the weekend and put a shower cap over it (seems to increase absorption) and leave it for at least five minutes.
2. Once out of the shower, I use a microfibre hair towel (Diva Dryer by Aquis Microfiber) that sort of wraps around my head. Conventional towels seem to increase my frizz and break up the curls/waves. I don't want my hair too dry though, just to take out the excess water.
3. Use a wide toothed comb or pick and comb out my hair. This is key; a brush will really decrease the curl.
4. Put a leave-in conditioner (I use MOP or Revlon Professional 2 Phase Equave Hydro Nutritive Leave in Conditioner) in my hair plus a de-frizz formula (I like Bumble & Bumble) or use an all-in-one (John Frieda Collection Frizz-ease Dream Curls Perfecting Spray). You want to "rake" produce through your hair rather than rubbing it in - again, it all goes toward keeping the curls from frizzing and losing their shape.
5. Put in a curl cream, mousse, gel, spray or whatever you happen to use. This really depends on personal choice. My personal favourite is Redken Ringlet 07 Curl Perfector. If I am using Redken, I usually just mix it with the leave-in conditioner and put it in together. If I am using a spray, then condition first and then spray. You need to get good distribution of the product.
6. After the product is in, I sort of cup my hands under the ends of the hair and lift it up toward my head. This encourages the hair to curl/wave. I leave it to air dry whilst I get dressed.
7. If it's the weekend, I will probably just let it air dry. During the week, I diffuse because I don't like to go to work with wet hair. I personally find that diffusing gives a more polished, nicer effect with tighter curls/waves. I don't scrunch my hair with my hands when I diffuse - I let the diffuser do it. I lay my hair on the diffuser and then push it up toward my head and leave it there for a minute or so. I diffuse on the hot setting but low fan (does this make any sense?). I try to touch my hair as little as possible as this increases frizz.
8. Finally, I don't like the way my hair curls in front (sort of a really uncomplimentary cowlick) so I generally blow it out with a round brush giving it is bit of a curl at the ends so that it blends in with the rest of my hair. If that doesn't work, I have to get out my tongs and curl the front hair.
9. I don't use a finishing product but I know a lot of people that swear by glisteners and the like. I do use hair spray though, very sparingly and lightly. I find that it helps keep the curl and stave off the frizz. I use a medium hold - whatever I can find at the drugstore - I like the Fructis range the best, I think.
10. For the non-wash days, I will get water on my hands and do the "cupping" again, making my hair damp and lifting it up to encourage the curl. Then I will either diffuse or air dry again - usually air dry though. If it looks particularly tangled, I will use my fingers and "comb" my hair from underneath, never all over. Sometimes, I will get out the tongs and do a few sections so that it looks nicer.
Sorry that this is so long but as you can see, having wavy, curly hair isn't that easy. In fact, it's a lot of work. As for products - I can honestly say that I have had as much success with drugstore brands as I have had with expensive salon brands so don't think that you have to spend a lot of money. What will work very much depends on your hair type (thick, thin, coarse etc.), the climate you live in (humid vs. dry) and the type of curl you have. Hope that this helps!