These have been the best rollers I've come across. They come in various sizes and they are heavily padded all around, which makes them very comfortable to wear. I use these for straw sets, roller sets and or I want big hair.

I start off by detangling my hair in the shower. When I get out I gently towel dry and I put some kind of moisturizer on all over my hair. Then I take small sections and put a dab of roller setting lotion on the middle and ends of my hair. Then I smooth out my hair with my fingers, place the end of the roller at the end of my hair (the roller will be in the middle) and proceed to roll it up. When you get to the roots, bend the roller in half and criss-cross it to hold it in place. It will take some practice so try it out a few times at home before wearing it out.