Conair Instant Heat... the one with the Turbo feature. I refuse to spend more than $15 on a curling iron (yes, I'm cheap) and mine has lasted forever. It heats up super fast, and even with my stick-straight, baby-fine hair, I can get lasting curls in all but the most humid weather.
well I use a good quality curling iron which I recommend because it works amazing, it's the Karmin G3 Salon Pro Clipless Curling Iron which makes pretty long lasting curls and waves. it could be a little pricey but it's totally worth it. If you are interested you can check it out at safrons.com :D Good luck :P