PINCURL Tutorial - with pictures!!
By Amelia (doublespeak)
Start out with freshly washed hair. I use a leave in conditioner and a small amount of curling gel. This style will last you a few days so you'll want to start out with it clean!
Slick it all back:
Part it how you want it:
Gather a bunch of hair. I part it with a nice chopstick. 
Here, you are winding the loose hair around the index finger. 
The the index finger sticks perpindicular with the scalp and the hair is slid off.
Second curl. I like to gather a lot of hair near the crown and really put some volume to the roots.
The little curl of the side:
Continue curling all around. You'll get your own pattern & way of curling. It took about 3 weeks before I settled on a style.
Now ... just wait for it to dry! I usually do my hair the night before and then sleep on it. Or, if I have to leave the house, I put a silky scarf on over it. The buns hold their integrity pretty well, so don't worry about sleeping on them. The trick is the silky scarf or hankerchief: since it has less friction to it less hair is mussed up.
When it's all dry
In this case, it was about two and a half hours later:
I like the way it turned out when I let it dry for the 2.5 hours instead of overnight. It's less frizzy.
Remove all pins carefully. Shake your head a bit. Now it's time to make the buns into curls. I take a nice chopstick to it, but not bare wood from a restaurant, because it will obviously snag in your hair. Buy some at Pier One that are coated and pointy. Insert the chopstick from the root of your hair outward, uncoiling the bun. Drag the bun out into all directions, causing the curls to spring to life. Now you have fifteen some odd sections of curls. Tease these together. Repin them. Play!
I watch a ton of 1930s movies and jot down my inspirations for pincurl styles. I get a lot of my looks from Norma Shearer (who, coincidentally, shares my birthday!).
Finished product, with bangs incorporated with the pincurls:
Variation, with bangs: