Different products work for different people. All the things rozy mentioned work. Just not all work for all people with waves and curls. Some find the shea butter and olive oil too heavy for their hair. Some avoid silicones.
The best advice I can think to give you is to go to the naturallycurly.com website and start reading. That is what I did. You figure out what sort of waves and/or curls you have and then read the posts on their forum. They have sections for every type from loose waves to tight kinky curls. You can usually find someone who has a hair type similar to yours and check out (in their signature line) what products they have as favorites. That narrows down your list of possible products considerably.
Other than that there is a LOT of trial and error involved in choosing products for curly hair. You just have to experiment to find products that truly work for you.