Styling curly hair can sometimes be quite tricky. My hair is medium curly, and I rarely wear it like that, I usually straighten it or blow dry it straight and then curl it with curling iron or my GHD hair straightener. However I used to wear my hair curly a lot in the past and from time to time I like to go back to my natural locks. 
First thing you need to know when styling curly hair is that frizz is your biggest enemy. In order to avoid it you should do couple things. Use a lot of conditioner and hair masks. I use hair mask every other time I wash my hair and I leave it on while I do other things in the shower, like shaving my legs. Rinse out conditioner and mask well, you don't want your hair to be sticky. From time to time I use clarifying shampoo to get rid of product residue.
 I comb my hair while mask is on, then rinse it off and towel dry my hair. I don't comb my hair after I get out of the shower if I plan to leave it curly. Next, I apply leave in conditioner on damp hair, that will keep frizz at bay. L'oreal Elseve and Schwarzkopf Gliss have some excellent two-phase leave in conditioners.
Other than fighting frizz it is important to define the curls. For defined curls you'll need some curl enhancing product. I highly recommend KMS California Curl up Bounce back spray or Nivea Flexible curls styling mousse. No matter which product I use, I spread it on my hair (or in case of KMS Curl up spray it), scrunch my hair and then dry it. 
When I have enough time I let my hair air dry, curly hair looks the best when you dry it like that. If I'm in the rush I use my blow dryer with diffuser. Blow drying with diffuser is very important for defined curls. Keep your blow dryer on the lowest setting for best results. 
If your curls lose their shape during the day just spray them with some water, scrunch your hair and let it dry. I know a lot of people are using DIY salt and water solution for defining curls, which actually works well, but I think salt is too drying on the hair if you use it every day. I save that look for the beach when my hair will anyway be in salt water, I just let it dry without rinsing the salt out.