Start with damp hair. A great way to get that unwashed look is to "co-wash," or condition-only wash, your locks. Yep, just use conditioner where you would normally use your suds. Rinse and towel dry.
Apply a leave-in conditioner. Comb it through your hair to detangle the strands. You can also use your hands to work the conditioner through your hair.
Apply a good dollop of mousse or styling gel from roots to ends, but don't comb or brush it through; you're beginning to build up texture here.
Separate your hair into sections -- it doesn't matter how precise or how many. Bust out your blow dryer, and attach a finger nozzle or diffuser. Turn your dryer on to a medium heat setting. Hold the blow dryer in front of you at about chest height with the cup of the diffuser facing up. Allow a section of hair to puddle in the cup of the diffuser. Scrunch it a bit to help it along.
When the section is dry, wind it around your finger to make a ringlet. Pin it against your scalp with a bobby pin and get working on the next section. Your pinned curl will set further while you finish the rest of your hair. When all sections are diffused with the dryer, pinned and dry, spray your head with a volumizing hairspray.
Take the bobby pins out of your curls, and flip your head over. Break up the wavy curls with your fingers. Flip your head back over and spray with a finishing spray.
Try a crimping iron, if your hair is hopelessly straight. They usually come with a variety of attachments to help you get deep waves or miniscule ones. Heat up the iron to a medium setting, then use on dry hair only. Crimp each section, then let your strands cool. Break up the wave with a tiny dab of styling gel; create piecey strands here and there, then spray with a finishing spray.