I have a hand-held General Electric blow-dryer, with low/high heat setting and low/high air setting (that is, weaker/stronger stream of air). My hair is a little longer now and I want to use the dryer, and any hair gel/cream/spray to groom my hair instead of wetting it and slicking it down, which doesn’t work because I seem to have natural “wave” in my hair.
I’d appreciate guys telling me what’s the proper procedure for this, with step-by-step instructions if necessary…
Thanks. 
Well, here goes. Get a vent brush. That’s a brush with big slots in the back, and the “bristles” are little stiff rods ending in little spheres. Turn the dryer on high air and high heat. If you want a "fullness curve at the front, pull the brush back into the hairline, then pull and/or rotate the brush forward. Hold it there while waving the dryer over the brush. After you establish that little woop at the front, drag the brush slowly back across your head while aiming the dryer straight at your head through the brush.
This method will tend to straighten out your wave. If your scalp gets uncomfortably hot, speed up your stroke.
I use a spray gel before drying. Four squirts, then I spread it around by running my fingers in various directions for about 10-15 seconds, then brushing with a regular brush before drying. You’ll get the hang of it after a few days. If you make it look goofy, wet your hair and start again. If it comes out too stiff, brushing with a regular brush will soften the feel.