I was consistent with baggying when I was relaxed and my hair always came out so soft. The key is to not drench your hair, and don't baggy wet/damp hair. You only want to use a little bit of moisturizer and a little bit of oil. The baggy will handle the rest.
Ponytail baggying was the most successful for me. Sometimes I'd roll my ponytail on a roller and put the baggy over that. In the morning, I'd have a super soft, smooth and slightly bumped ponytail.