to find thicker ones, make sure your getting a lot of grams of hair.
The more grams, the thicker the hair will be.
and dont straighten/curl them a lot.
I straighten mine daily, but I keep them straight.
If I want curly ones I bought clip ins that are curly.
changing hairtype will damage them VERY fast and they wont last over a few months.
It's okay to change it every now and then, but if you do it a lot you'll be replacing your extensions a TON.
Just make sure you use heat protectant, a GOOD one. And lots of leave in conditioner.
When your ready to go from curly to straight dont just straighten them like that, wash them and let them dry straight. It's easier on your hair. Wash them properly and with an extremely moisturizing shampoo/coditioner btw. Also products like CHI silk infusion are great to put on them over night and such before/after you curl/straighten them.It'll keep them from getting frizzy and keep them healthy.
also try curling them with other methods other than heat. Try getting them wet and braiding them instead of using a curling iron. Avoid heat on your extensions as much as you possibly can.