I use Abba Nourishing, Kiehls Leave In, or Terax Botanicals...all great for the hair. I don't use direct heat so I don't worry about using heat protectant. I do sometimes use Mizanis Therasmooth Serum or Kiehls Serum..both offer heat protection before I rollerset. It helps to smooth my hair out.
Lacio Lacio is the leave-in I use for rollersetting. For heat protection, I use CHI Infusion on my roots after removing the rollers and before flat ironing.
Salerm 21 and Silicon Mix have given me the best rollerset results. I don't bother w/a heat protectant if I'm just setting and not blowing out my roots.