lvmyhur, the baggie method that i use goes like this:
after washing and conditioning, i moisturize all of my hair really well with a curl activator/gel mix. i pull my hair into a ponytail, then apply vaseline to just my ends. i braid the loose hair and fold under, then i wrap an ordinary sandwich baggie over it (the foldover, non-ziploc kind). i put a cutoff stocking over that. the reason i use the cutoff stocking is because without it, if i touch my hair, the baggie makes a crunching sound if i scratch my head.
anyway, the last step is to put on a drawstring ponytail and scrunchie. i have step-by-step pics of this in my picture trail album: http://www.picturetrail.com/adrienne0914