Go to this site:
Naturallycurly.com: Where curls come to life!
For some super awesome tips on curly hair. They cover a lot of the more popular methods of styling curly hair.
I use whats called the Curly Girl method - basically you use certain shampoos and conditioners that cause less damage to your curls making them less frizzy. You can do that by buying the inventors stuff or just reading the ingredients on drug store products. It really makes a difference for curls.
Here is the website for the products I use, although I used to just read drugstore products and use things without Sulfates and 'cones.
DevaCurl The book listed there is awesome by the way - covers all the basics of the method. My hair has been way less frizzy and more curly since I started using the methods a few years ago.