The Palmer's Coconut leave-in stuff contains at least two 'cones' (silicones) which are something that 'curly methods' strongly avoid. They are really not good for curly hair for the reasons described by Soy above.
I have shoulder-blade length naturally curly hair and have been following the CG (curly girl) method for a few years. I'm not evangelical about it, I dye my hair occasionally, but I do avoid all products containing silicones and sulfates. You have to stick at the CG method, try different product combinations and give it a while to work, but when it works it really does work. The key, as already said, is finding the products that work for you.
My hair is naturally strongly curly, proper Celtic hair (I'm Irish) so I don't need to create curl as such, just get proper definition, so my product mix may be different to someone who has more wavy or less strongly curled hair. I use a mix of Cantu Co-Wash, Tesco 75p Pro-V conditioner, Tresemme Undone, Yes to Carrots and Yes to Blueberries. I don't usually need to use an actual product in my hair, just the conditioner is enough to give me soft, defined curls, but it's taken a couple of years to get it to this point - it looked awful to begin with! I used to straighten it a lot - went through a keratin treatment/GHD phase for a couple of years and basically ended up frazzling the fuck out of my poor hair. I had to cut 3 inches off the length and decided then that that was enough of that and I was going to go back to embracing my natural curl and ditch all the silicones, sulfates and heat. I'm so glad I did, my hair has grown the lost length back, thickened up again and has no brittle or split ends. It has literally never looked better and I get frequent comments on it.
I do a lot of exercise so usually have to wash it at least every other day, I co-wash with the Cantu or Tesco, cool rinse, squish in a huge palmful of the Tresemme, cool rinse and then scrunch in more Tresemme or the Yes To... as a leave-in when still soaking wet. Never towel dry, turban it up in an old cotton t-shirt of DP's for half an hour or so then let it dry naturally, scrunch out any cast once it's totally dry and that's it. I refresh between washes by scrunching with water and Tresemme Undone. I find it actually looks best on the second or even third day if I get that far without getting too sweaty. If I ever do use a product I've found that Cantu Curl Activator works well but you don't need much of it; I do have a tub of the Boots pink stuff but I find it a bit too sticky/gloopy, but that's just my personal opinion, I know it works fantastically well for lots of people. Other things are to avoid brushing at all costs, sleep on a silk pillowcase, 'pineapple' it up on top of your head at night with a soft scrunchie and even better, whack a silk or satin bonnet type thing over it to sleep in, but that really ain't the sexiest look 