So cool: the zig zag braid. And super easy too; do a small normal braid, then hold the middle strand in between two fingers and scrunch it up. Inch the braid down slowly and voila! I want to try this on my niece!
I doubt this'll work on my thick ass hair but anyway, OP: Paper towel curls! So easy, just roll your hair in paper towels after a shower, and it absorbs the moisture. Then either sleep on them or diffuse them.