I think it depends on your twisting method too. If you twist each of the strands upon its axis before wrapping them around each other, then it helps to keep the hair strands tucked well into their section so that unraveling/frizzing doesn't happen.
I personally apply conditioner the same way relaxer is applied only using fingers instead of a brush, working on a few twists at a time then I squeeze them for the conditioner to penetrate. I rinse using that gentle squeezing too. That's for CWing.
When shampooing, I usually apply shampoo directly to scalp using fingers and feeling through the twists to my scalp. I massage my scalp to clean and then when I start to rinse, I squeeze the diluted shampoo through my hair. Then I condition the same way I CW.
My twists get a bit frizzy...but it's in a way I actually like. It's not so frizzy that you can't see I have twists, but it's just enough to make them have a look I like. These twists are 4 weeks old = 8 washes (2 a week):
I tried to demonstrate this twisting method of twisting each strand first in this vid, but Mook's Hair has a better YT vid on it:
http://www.youtube.com/watch?v=5-PPsh1_Np0
ETA: Notice I twist both sections clockwise, but wrap them around each other anti-clockwise. The twist will be skinnier than if you didn't do this but a few washes will make them puff up. The reason I like this method is the separation of strands keeps tangles at bay and makes undoing
so easy.