1) Make sure your hair is completely dry after showering before curling your hair with a wand. I use a styling product for body, then blow it dry—very dry. I find that if my hair is even the slightest bit damp, curls fall flat and don't hold their shape.
2) With a wand, use the glove (one typically comes included when you buy it). It's the only way to avoid burning your fingers! Once you get more comfortable with the technique, you may be able to skip this step, but you have to be very careful. It's tricky!
3) A curling wand makes it easy to curl hair in the direction you want it to go in. There's something very intuitive about it—you just wind it around the wand one way or the other and curls fall naturally into place.
One caveat: I'm still a work in progress with this. It's taken a lot of trial and error! There are days when my hair cooperates—and days when it absolutely doesn't. ;)
Do you have any quick tricks for easy curls?
PS: My coworker said that she swears by hot rollers for gorgeous waves. I am so intrigued! I want to try that technique next. :)
