I have curly hair too, and it's pretty thick. I wash my hair every other day and straighten it pretty much every time I wash it with a blowdryer and iron. I had really pretty, straight hair when I was younger but around age 12-13 it frizzed and curled and generally became a mess.
I really don't know how to leave it curly so I just straighten it! But I am absolutely a pro at straightening. I've gotten it chemically straightened by a Korean stylist who was recommended by my piano teacher/good friend and it's maybe the best thing I ever did for my hair. The night before I was terrified that it would irreversibly damage my hair or that I'd go bald (in high school you hear all sorts of these things) but oh my god...I got it done and it was so soft and so miraculously straight! It lasted for three glorious months and I'm getting ready to schedule another appointment for a couple weeks before school starts
Anyways just thought I'd share a hair success story.