What is your preferred way of curling your hair using non heated appliances? I always use salon type plastic hair rollers with pins?

I usually use magnetic rollers and clips or brush rollers and pins and then let my hair air dry

I either use a heated curling iron or put hair rollers in my hair when it's wet and then remove them when my hair dries. 

water and paper bag. I learned this from a beauty guru on youtube when i was in middle school. rip the paper bag into strips. then wet a piece of your hair. place your hair in the middle of the strip and twist it up like you would with regular rollers. then tie the remains of the strip to hold it in place. wait for hair to dry then BOOM you got some serious curls