I love curling irons, I have them in 3 sizes ranging from 1", 1 1/2" and then the big 2" for looser waves, I already have curly hair so my hair holds curls well but I use them after I straighten my hair. What I do is I use a heat protectant before straightening, let it dry for a bit and then iron it straight. I reapply heat protectant on the lower half of my hair where I'll curl and let it dry before curling, if you don't let it dry the heat protectant will counteract and will just fry your hair. Also, dont hold the hair in for too long, less than 10 seconds, and spray hairspray afterwards if you think they'll lose shape. I really like the Ice Shine by Pantene or So Sexy by Victoria Secret (it smells SO AMAZING!!!!). My heat protectant is the very popular Heat Tamer by Tresseme.
And I wouldnt use it very often, I rarely use mine, I just wave/curl my ends using my CHI which I straighten with since it's about 1 1/2" wide. Also, instead of buying one with a clamp, you should see how you like the clamp-less one, it's a wand and comes with a glove but once you get the hang of it, it is super-easy to use and causes less damage.
My main recommendation would be to get a clampless curling iron. From my experience, the ones with the clamp gave me a weird shape at the end of my curls.
Here is one that’s recently gone on sale and is known to be one of the best curling irons on the market. (Originally $200, on sale for $50!)
If you’re going for curls, I would go for a 1-inch curling iron. For a loose curls/wavy look, try a 1.5 inch to 2 inch one.
As for keeping the curls, when you get the section you’re going to tong spray it with hairspray and then wrap it around the barrel. Then finish off with some hairspray all over when you’re done with all the sections.
I usually put curling mousse on my hair, then curl, and then hairspray. You should try going for loose curls by using your straightners if you have any? Also any kind of heat is bad for your hair! Always use heat protection!