Toni,
Thanks for all your tips. I really do appreciate it. I'm going to try using the smaller curling iron. I have one of those bigger ones and obviously it just curl the way I want it to. As far as spritzing the hair spray, what I do is take the curling iron, wind my hair up in it, THEN use the hair spray. I'm going to spritz each turn of the hair and try it that way. That makes much more sense. I'll let you know how it goes.
For me, having my hair stay long keeps me happy to some degree - I would never go back to a short cut again. It's true though, we always want what we don't have.