I gather my hair in a lose knot at the nape of my neck (or higher, it depends on how full the curls are that day; less full=higher up) twist, and stick 2 chopsticks in to hold it. Then pull out random curls for the "messy" look.
I'll try to take a picture soon
I buy the chopsticks for $1 a pair at the Asian grocery story, and they're nice quality, wood lacquered.