I just added some photos to my album so you can see... I think we started about the same length, but I have grown my hair from short relax styles where a 1/4 inch curling iron didn't really grip most if it...lol
It will take heat to intially style, but wrapping is your best bet. Please use heat protectants and only use heat 1-2x week on clean hair.
Try light styling pomades. Motions has the weightless clear hair dressing. Also try the leave in mist as wel as foam wrapping lotion.
I would use a curling iron ( I never owned a flat iron, but am now considering buy ceramic for the healthy heat styling) to style until it was long enough to roller set. I fingered styled the hair down and loosely tie with a satin scarf. In the morning, I would spray with UBH dew mositurizer, put some motion hair dress around my edges and lightly finger/fluff the hair.
As it grows, you can do pincurls. For now,experiment with the parting- that's a great way to add freshness. Some days I wore it all back or left side part, then a right side part, diagonals...you get my drift.
Also color rinses like Jazzing and Clairol can add some fun/change when bored with the short hair without the damage or permanent color.