If by natural, you mean natural curly African hair, I would swear by coconut oil. It's pretty much identical to Ojon but tons less expensive (the Ojon product contain palm nut oil and fragrance, which is basically coconut oil and fragrance, which you can add yourself with some nice essential oils).

ANYTHING ELSE you get will be synthetic, including stuff in the supermarket that insists that it's natural. If you flip the label and can't pronounce half the things you see there, it's not "all-natural."

If you don't mind synthetics, then there's lots of options with various heavy silicones (although you don't want to slop them on over and over without washing them out). Cones are unfairly maligned, and the thicker, curlier, and dryer your hair is, the better they are for it. Honestly, the only women I've ever known who can get good results by going coneless have relatively fine, bone-straight hair.

If you're dead-set on no synthetics though, coconut oil is hands-down the best stuff ever. Has a light, wonderful scent and (like olive oil) it penetrates the hair shaft very well and keeps it supple. Olive oil is also great but can smell like a pizza.