Pin-curls are my favorite way to achieve volume because I like the control of them, but if you're strapped for time you can always use foam rollers to get the same kind of look without having to use heat on your hair.
The traditional, and heat-styling free way of creating these. Pin curls have been around forever and can be done easily with nothing more than the aforementioned pins. It's fun for a day when you don't have a lot to do before you're going out, or riveting airplanes with your friend:
I love pin curls.
Love ... and this is me attempting them!