That would be me!!!! Ooooh, I'm excited! I may try the rod set first... ya think? That first curly style was very cute! Soooo excited!
You have the perfect head of hair for all kinds of wet sets, Nessa. Honestly. (And you know I wouldn't say that if it weren't true). I think the straw set would probably have to grow on you, though. I just have a feeling you wouldn't like it at first. It can be a very "raw" look, but I'll get to that in a minute.
As for a
rod set, if you do decide to try it, you'll need about 4-5 packs of rollers to be safe (if you don't use all 4-5, you can always bring it back, but there's nothing worse than setting your hair and running out of rollers

). To get the look of the first pic, you'll want the orange ones. When buying rods, don't just buy the cheapest ones. The elastic will pop, and that's very annoying (not to mention, they're no good if the elastic pops).
Anyway, to do a rod set, you can follow the same instructions (and the same shopping list, using rods instead of rollers, minus the clips). In case you didn't know (or anyone else reading this) the rods are called "wave rods" or "perm rods" in the packaging, and they look like the rollers your aunties 'nem used to use on their jheri curls.
The key with a rod set is to part your hair really narrowly, use plenty of setting lotion, and roll it super tight. And make sure you get those ends rolled perfectly (which is super easy). For example, in the regular set I first explained, I said to use 3 rollers on the front/side. In a rod set with orange rollers, you'd probably use about 5. That middle section, front to back, you'd probably need about 15-18ish.
When you take the rollers out, you want to take them out in a circular motion (hard to explain, but hopefully you'll get the picture), like you're winding it into the curl.
Then, you want to pick each curl apart into 2 or 3 separate curls and finger-comb it until you like it. If you don't like it the first day, don't brush it back or whatever. Give it another day or so. Rod sets usually look best on day 2 or 3, and begin to look better and better as the curls begin to drop.
If there's a part of your hair that sweats out, or tends to lose form (like the nape of your neck, or the edges), put a roller or two in every few days just to re-curl it.
Trying it for the first time, I wouldn't do it on a Saturday night before church or a Sunday night before work. I would try it on a Friday to make sure you like it and can play with it before you have somewhere to go.

(I'm serious, though).
Okay, tell me about the straw set... I think by the name, I've seen that look before.
I'm biased on
straw sets because I don't really like them that much. I do like the "fake" straw sets, which are done using hair straws. But I don't like the original ones, which are done using real drinking straws. Once in a while, I see one that looks really good and looks good on the person, but that's not often. It's just not a style that fits with every hair type, face, etc.
That said, I think you could grow into it after you got used to seeing your hair natural, and got used to wearing more natural styles. I can't see you going from your current style into a straw set. I don't think you'd like it straight away. But again, I'm kinda biased. Oh, and two "pros" to using a straw set - it lasts forever and two days, and it doesn't really matter if you don't set it perfectly. You'll still achieve good results.
If you want to try it, I suggest using the hair straws, not drinking straws. And you'll follow the same instructions for the rod set (but don't pull it super tight, just tight. Taut, actually). Expect to use a zillion straws. Here's a pic:


Another question, while we're on the subject. If I decided to just grow out my hair and not do the relaxer any more, could I consistently rock a rod set and not look jacked up? Rue, it sounded like from your comment that it would work. I don't want to have to cut off my hair... maybe I could just get it trimmed regularly and do the rest at home?
With your hair type, you can definitely rock a rod set while your relaxer grows out. My personal preference for that in between phase is the
braid set, but it takes a couple of years for it to grow all the way out, so you'll need to change it up now and then. You can alternate between braid sets, different sized rod sets, and regular wet sets.
You definitely don't have to cut it off, but I highly recommend getting your 6 week trims religiously (that's for every woman, btw), and we'll need a whole other thread if you're going to grow it out without cutting it. It requires a lot of care because it can easily go wrong. Your hair type, though, is probably the best type to DIY with.
And on the days you have a special occasion and feel like straight hair is the only way to go (that
is how we're conditioned), you can do a roller set and then flat iron the roots.
(I also recommend half-wigs.

) Girl all jokes aside, these doggone wigs are the best thing that have happened to me in a long time! LOL! I'm serious!