Bouncy Long Lasting Curls

Start off with fresh, clean hair. I find second-day hair doesn't work as well for this particular curling method. I would recommend washing your hair the night before and then sleeping on it, instead of trying to curl it right after blow drying.
Section off your hair as evenly as possible (small sections work best.
You'll start with the bottom section first (obviously). You want to curl thin strands. I find using thicker pieces of hair just doesn't give you a tight enough curl.
Using a thin straightener (mine is a 1"), place your strand of hair into the straightener as close to your head as you comfortably can.
Give it a small twist, and pull your hair straight down. I'd recommend moving the straightener down at a regular speed so that the hair has time to heat up.
Once done, you'll have an awesome little curl. Just repeat all over your head.
After you've curled your whole head, use a comb to carefully brush through the curls.
In my case they were way too bouncy and curly, so I also went through my hair with a straightener. Don't put too much pressure on the hair tool if you choose to do this step because you don't want to straighten your hair, just to tone down the bounciness.
Spray with your choice of hairspray. I use the Aveda Brilliant Medium Hold Hairspray. Sometimes I also like to brush through the curls a bit again, after the hairspray, but the Aveda hairspray is really fantastic and doesn't make my hair feel crunchy, so this isn't always necessary.
I find these curls are able to withstand the wind, sleeping, exercise, etc. This particular method of curling works the best for my hair, so let me know how you get along with it! When they start to fall out I think you have really natural looking curls.