The basic ingredient in dry shampoo is starch: corn starch, rice starch, etc. In a pinch you can use baby powder (the corn starch type) or even regular corn starch and get decent results.

You sprinkle the powder throughout your hair, paying particular attention to the roots/scalp. Brush out the excess (or fluf if brushing will mess up your natural curl) and you're all set.

The drawbacks are that your hair will look a bit matte, and this effect is more obvious on dark hair. My hair is dark and I find that I can minimize these issues by avoiding using it in the very top layer of hair, the layer that comprises the "surface". You can also touch up with either a curling iron or flat iron and those areas will look shinier.

On the whole I find that the drawbacks are more than offset by the convenience and general improvement in appearance. My hair looks thicker and I've got lots of volume.

I've tried various aerosol spray versions and don't like any of them.