Choose the Right Equipment for the Job
Curling irons come in a variety of materials including ceramic, tourmaline, gold, titanium, and chrome. Ceramic and tourmaline irons are the best choice. You'll get even heat distribution, frizz control, and less damage to your hair than with other choices. Gold and titanium irons get super-hot and can deliver a decent curl, but they aren't a great choice for heat and frizz protection.
Chrome irons aren't recommended, even though they're inexpensive and available at just about any drug store. Curls tend to fall and frizz, and your hair may become fragile after using a chrome iron.
Prepare Your Hair Properly
If you can't get a curl to hold, you might be missing this all-important step: preparation. Using a mousse, gel, or curl-enhancing cream prior to drying your hair can really help it hold curl. For even better results, curl your hair on the second or third day after shampooing.
Use a curl-setting spray (or hairspray) on each section before curling your hair to help set your curl and protect your hair from getting burned.