Going heat-free is something I've been doing on and off for years now. Aside from my fringe and a (very) occasional dabble with the straighteners on nights out, I try to allow my hair to air dry and style itself as frequently as possible.
There are two main guidelines I like to follow when letting my hair do it's own thing. 1 - be incredibly liberal with the salt spray, and 2 - twist like your life depends on it. This will obviously be different depending on your hair type, but as my locks are as flat as they are straight I like to get as much of a natural looking wave in there as possible. The easiest way I've found is to wash your mane in the evening and let it air dry to around 30%. Then go to town with the products. I start off by applying a healthy amount of mousse; both to the roots for added volume and to the lengths in order to keep any wave that I've achieved in place for as long as possible. I massage some texture creme into the roots and spritz as much salt and texture spray as I dare to the rest of my hair.
Then comes the twisting. For more relaxed waves I go for one big twist, secured to the top of my head with a soft scrunchie in order to prevent kinks. For more defined texture I opt for two; separating my hair through a centre parting and creating two twists, both turning away from the face. I then lift each one with to the top of my head and secure in place with a jaw clip - nobody said this process was attractive. For really well defined waves I'll go all out with three. I simply part the hair into three sections horizontally and twist each into small buns on the back of my head. This option is admittedly a little harder to sleep in, but the results really are worth it. My boyfriend just has to get used to me heading to bed with my hair styled in what looks like a set of traffic lights. All twists are left to set and dry overnight before being taken out and well and truly roughed up in the morning... voila!
When I do opt for the hairdryer I usually make sure to use a diffuser as they prevent the hair from suffering with too much direct heat (I talked about that in a little more detail here).