I bought a tiny little jar of Bumble and Bumble Sumo Wax at an estate sale about 3 years ago and I've been addicted ever since. Even though ostensibly it is for short, straight hair it seems to give my hair, which is longer and naturally curly, just the right amount of frizz control and definition. Of course, I don't use it as much since my hair has gotten longer...but when I get it cut (this Sunday), I'll probably go back to using it every day.
It's kind of expensive, but I've been able to find it regularly on eBay for much less.