I'm past the super easy short hair and now I've got to start styling. I use pin curls on my wet, clean hair before I go to sleep. My hair is naturally wavy, so I don't use mousse or any other product. Just wet-styling. Of course, using product will make it hold better and will give you tighter curls.
I style it pretty much like the below, with flat pincurls on the sides and high rollers on top for volume. I don't do the rollers straight back (omg so grandma), but on an angle on my natural side part, as you can see in the pic below.