One thing I do first is to inspect every shaft several times to determine which end is naturally the straightest. Then I mark that end and that is always the end where I cut in the nocks. Once fletched, you are screwed trying to straighten if they go back to their old wicked ways. Easier to straighten if they are on the pointy end!
I use a cheap countertop electric hot plate and gently warm the shafts until I can barely touch the spot that needs straightening that I am focusing on. Like StickMark says, I simultaneously try to stretch the shaft as I bend it across the heel of my hand.
Yeah, they are hot. You can make the palm of your hand sore awfully quick, so grab a leather glove for the hand that deals with the hot end of the shaft. Work on one short section of the shaft at a time. sometimes a long sweeping curve will need several adjustments of short sections until the whole curve has been straightened. I straighten until the whole set is finished, put them aside for a day or so, then go over them again. I usually rinse and repeat for at least four treatments and I am out of minor adjustments to make.
And one thing I learned long ago with a particularly naaaaaasty set of ash arrow shafts, if the shaft is corkscrew it's not an arrow shaft. It's a tomato stake if it is lucky, otherwise it is kindling.