I'm the same way, so every style I use HAS to be dry (or at least mostly dry) by the time I go to bed. It also means only doing my styles in the morning or on the weekends. Unfortunately I have too much new growth to be able to put it in a bun anyways before it starts some epic breakage, so that argument is a bit useless for me anyways.
Has anyone tried straw sets? I'm thinking of giving them a try, and wanted to know if there was much distinction between the new and the relaxed hair.