Aida, your hair looks quite a bit like mine when I let mine dry naturally. Mine was terribly thick when I was younger, but it's thinning as I age. I welcomed that for a while, but I hope I hang onto what I have now.
I've been straigtening mine (mostly just by blowdrying) most days for a few years now, but during the summer months, I let it go more wavy. I'll dry the bangs and a bit of the top, just so I don't get weird lumpy bits, and let the rest go it's way. This works better on me the longer my hair is. I actually find longer hair to be lower maintenance for me than shorter hair.
My hair is getting long now, but I must admit I feel more stylish with a layered shorter cut, straightened and sleek. Maybe it's time to try a new cut? Do you have a stylist you'd trust to make a dramatic change?