Talk to your hair dresser about it. There's a right way to use heat products on your hair and a wrong way, you might not be doing it quite right.
Or start using a moisturizing shampoo and conditioner on a regular basis- that will have long term effects about the dryness of your hair and, after several uses will work with the spray/cream to keep things healthy and moist (eeewwww, hate that word).
There are also products that you use BEFORE you apply the heat- make sure you read how to use the products.
But your hairdresser should be able to suggest the best products for that purpose. There are a lot of specialty products that are only in hair salons that actually work a lot better.
So good luck! Talk to a stylist- they should be able to help you a lot. Or else go to your local Sal's Beauty Supplies store, if they have those where you are, and talk to one of the employees, they should be able to help.
Have you tried explaining your situation to your hairstylist? He/she might help. If not, then maybe try some of the stronger hair moisturizing products. I've heard the some of the Aveeno and John Frieda conditioners are quite powerful.
Buy some large but flat clips for your hair, like plain French Barettes or duck bill clips. Put your wet hair in pin curls and sleep with them like that. It's quicker and easier than hear styling, the curls hold better and it doesn't damage your hair. As for straightening, I don't know :( hope his helps!