I know that L'oreal makes a sulfate free shampoo. I haven't tried it, but I'm sure there are some reviews on one of the message boards. I spend a little bit more and started using KC Come Clean (about $10-$11 at Target). I find that since I just target my scalp I don't use a lot, which offsets the price a bit. Also, you might want to try a heavier conditioner to try to get some extra moisture, since frizz could be a sign of dryness. Tresemme Naturals has a nice cone-free hydrating conditioner, and Garnier Fructis Triple Nutrition is amazing. I didn't see you mention a styling product. Have you tried using a gel? LA Looks Sports Gel is super cheap and works well.

Modified CG since 11/5/11
CLEANSE: VO5 Vanilla Mint Tea Clarifying, DevaCare No-Poo, CHS Treatment Shampoo
RO: DevaCare One Condition, SS Caitlin's Conditioner, Mop Top Daily Conditioner
LI: SS Repairing Protein Treatment, CHS Silk Leave-In
STYLE: Re:Coil, Curl Keeper, Deva Ultra Defining Gel, Curls Rock Amplifier and Strong Hold Mousse, Sweet Curls Elixirs Okra Gel and Hard Hold Gel, SS Curl Enhancing Jelly and Firm Hold Gel