I really wanted to cut down on the amount of heat I use on my hair this year. So, I gave sock buns a try. I used to curl my hair once a week, but it did so much damage to my fine hair. It took some trial and error, but I finally figured the sock bun process out, and I love the results! The curls last longer than what I would get with a curling iron, and I don't have to use any hairspray.
This is what I did for the pic ^ -
1. Air dry for 10 mins or so.
2. Add Tresemmes's Thermal Creation's Volumizing Mousse and Heat protectant to hair. Blowdry in sections on med/warm and then low/cool, until almost completely dry.
3. Gather hair into a high ponytail using a scrunchie. Hold onto the ends of your hair - still gathered; pointing to the ceiling.
4. (I take the ponytail out before I roll. The ponytail just helps to gather the hair) Starting at the ends of your hair, tart to roll the sock. As you roll, the hair will spread to the sides and front of the bun.
5. Secure with a couple bobby pins and sleep on it overnight.
I know blowdrying my hair is still using heat, but I cant help it! It's like an addiction... I can't get the volume unless I blowdry first. If I put it up damp the curls are less defined, but it still works. If you have thick or naturally curly hair you could probably leave the whole blow drying part out.
Hair ties tend to leave a crease toward the top of your head. That's why I only use a loose scrunchie or no tie at all before I roll my hair into the bun. To prevent a crease with the scrunchie tie it loosely and roll it up into the base of the sock bun with your hair.
For the sock I used a mid calf length dress sock. The thicker the rolled sock is, the bigger the curls. I've also done 2 smaller socks for tighter curls. That worked out pretty well, but I don't have pics... Keep the material of the sock in mind when you chose which one to use. You want somethign that has a tight knit as to not snag/damage your hair.
That link ^ has the basics and a good visual for where to cut the sock and the rolling process. It's more focused on the up-do aspect of the bun.