The traditional, and heat-styling free way of creating these. Pin curls have been around forever and can be done easily with nothing more than the aforementioned pins. It's fun for a day when you don't have a lot to do before you're going out, or riveting airplanes with your friend:
I love pin curls.
Love ... and this is me attempting them!
By far my favorite pin-curl tutorial is from this lady here. The YouTube name is VividMakeup and she has an entire series of videos on the art of the pin curl. If you're going to give this a go, these are really helpful. I'll show the highly embarrassing pics of the rollers coming up ...