I don't have curly hair myself, but a friend of mine says that using a very small amount of jojoba oil on the length and ends of her hair helps to define her curls more.

I haven't had this problem before....so I'm not sure what would work best.  Oiling is all-around good for your hair (my hair loves it, and has actually been behaving since I've started using it).  If they really lack definition, I would try using gel (if you don't already).  However, be sure to clarify regularly if your gel contains cones.