There are other threads on this, but Babyliss secret curl is brilliant on my below-shoulder length hair (which naturally has a slight wave, is not very thick but there is quite a lot of it). If you use it on the lowest setting just on the bottom part of your hair then comb out with your fingers, it gives really nice natural waves. You can do tighter curls too. It is not cheap (currently £84 in Boots) but so much quicker and easier than any other tongs or heated rollers I've used.
Babyliss do also do some quite good heated rollers that I've used in the past but now I would only ever use the secret curl because it takes 10 - 15 mins to curl all my hair evenly!