For sexy, Veronica Lake waves, use a gloss-enhancing shampoo and conditioner. Then blow-dry hair straight as you would normally.
With the front/face-framing bits, hold the ends around the barrel of the round brush as you dry, so you get a strong wave at the bottom.
If you need an additional curl to the ends once hair is completely dry, get a large curling iron to create a more dramatic swoop.