I moisturize and braid it at night, and sleep in a silk scarf and on a silk pillowcase.
For pieces that are not long enough to braid or are coming loose, use a butter (mango, shea, etc) to try and see if it will help define the curl. If not leave them out but sleep with a scarf on. In the morning you will have to fluff out the loose pieces when you take the braids out.
When I'm feeling lazy in the morning and don't want to wear my hair out, I leave the braids in, put on a silk scarf, and then a type of hat over that.