Summarize:

Make sure that there are no tangles in your hair. Add an anti-frizz serum, if needed. For a tutorial, visit wikiHow to Blow Dry Your Hair. You can use a traditional curling iron to achieve this. For other methods, visit wikiHow to Curl Your Hair.   Try wrapping sections of your hair around the barrel of a hot curling iron. Do not use the clamp to hold your hair, this will cause crimping at the end of the curl. Instead hold it gently with your fingers.  Hold it. You should hold for 5-10 seconds depending on the thickness of your hair.  Release the curl. Spritz the curl lightly with hairspray.  Gather the curl and pin it. Create a perfect circle by lifting up the curl and compressing it gently. Using a bobby pin, pin the curl. Continue until all of your hair is pinned.   Spray your entire head with hairspray. Then remove all of the bobby pins. Your curls should be both tight and should hold well.  Gently shake the curls loose. Do not use a brush, instead use your fingers. Using a comb or a small teasing brush, gather the hair at the top of your head and gently tease the back of it. Using just your fingers (not a brush), gather your hair in a ponytail. Attempt to keep the crown of your head voluminous. The ponytail can be any height, depending on the look your want. Get the ponytail and wrap the hair around the elastic holding the ponytail together in order to create a bun. Using a second elastic, fasten the bun. Re-curl them, if desired.
Blow dry your hair to give it body. Curl your hair. Tease the crown of your head. Create a ponytail. Gather the "tail" and wrap it. For a "piece-y" look, pull a few small strand of hair from the ponytail.