Yup, braiding while still wet can help, especially if your hair is fine! My sister can do that. I tried it once and woke up, unbraided my hair, and still had wet, straight hair, LOL. But my hair is ridiculously thick.
If you want to try using a curling iron, get a good one that goes to like 450 degrees. Mine is Hot Tools, I bought it at Ulta and it only cost like $30 or something on sale. It's AMAZING what a difference a really good, hot curling iron will make. The cheapie Conairs won't do the job. You can also buy one of those 3 barrel wave irons if you just want some wave to it rather than all-out curl.