My "sock curls": I find that a heavy cotton sock works best - crew or tube length.  I can roll my waist length hair on a crew sock, but if you have thick hair, a tube sock could be easier.  You roll the ends of your hair around the sock, then rolling under like with a regular roller, roll your hair onto the sock.  When you reach your scalp, take the ends of the sock and gently tie.  This will put you hair in a type of bun with the ends of the sock sticking out of the top.  (Remember to roll the hair under or the bun will get sloppy and fall out).

You can use one sock at the back of the head, or two - one on each side.  If you want to increase the curls, use even more socks.