i am a HUGE fan of the foam rod spiral curlers and they're ridiculously easy once you get the hang of it, i also am afraid of heat styling.... i usually add some styling mousse/hairspray to my hair to texture it a bit, and then either blow dry it, sleep on it, or just brush it through and do this the next day... very hard to do on slick/clean hair.
when i start i get my hair the tiniest bit damp -- a few sprays of mist or i just run my damp fingers through it a bit, it should only take a few minutes to dry. then i put spiral curlers of different thicknesses throughout my hair... the trick I think is to pull your hair in the right sections -- literally pull a 1 or 2 inch square section of hair and wrap it very tight and neat around the curler, holding it vertically, and then bend the ends in. it is not like hot barrel curlers -- more like using a curling iron to create spiral curls, you aren't wrapping the hair over itself but rather down the body/barrel of the curler and just securing the ends.
i alternate the direction of the spirals for every curler so as to create a messier wave and less of a structured "curled hair" look. it takes me about 20-25 curlers to get my whole head. when i'm done sometimes i mist some flexible-hold hairspray over my whole head to help them set.
i usually leave them in for about an hour, usually while i get dressed/put makeup on/make coffee etc.... when you pull then out, unwind carefully, leaving the silly perfect spiral curls intact. once all the curlers are out, tousle your hair a bit with your fingers to break up the rigid spirals and that's it!
this is my hair naturally, air dry, with nothing in it:
and this is what it looks like after the curlers! it lasts all day for me most of the time, and my hair is VERY stubbornly straight. the last time i went to a salon like this the girl was very surprised to find out my hair is actually straight b/c she thought the waves looked very natural.
(all pix mine)