How do you style your hair with a curling iron?

my hair is thick, frizzy and curly... how can i use a curling iron to style my hair. its like i only have two hair style. curly and huge then straight and boring.How do you style your hair with a curling iron?
When I curl my hair, I use my straightener. It is a ceramic straightener. One of the thins ones. I bought it for 250 so it works really good. I wrap my hair around it and slowly slide it down my hair.