Depends. When I want it to wavy and not frizzy I wash, place in my curling mousse, ruffle my hair up and let air dry. If I want just into curly I do the same yet blow dry on low with what I think is called a finger styled extension and dry it in an indirect upward direction. If I want to straighten it I blow dry it downward and then use a flat iron. If i want ringlets I blow dry it downward, curl then spray in some curling hair spray. I do about two or three of these a week.
The rest of the time I let it air dry with some anti-friz product and tie my hair up in loose pigtails, a pony tail, or I side part and hairspray/hair wax the part to keep it's place.
Edit: Also I'll ride in the car with the windows down if I need to help my 'air drying' hair in a hurry, no matter how cold or hot it is out, haha.