i use plastic rollers and bobby pins from sally's beauty.
they are special made to not "pull/tag" your hair. i would loose hair whenever i pulled the metal clips out of the roller. it's 4 bucks for 75 and well worth. they're also much more comfortable than the silver clips and don't leave the "clip mark" on your hair. i never use setting lotion because it tends to make my hair hard and i prefer soft curls.
rollersetting is a great way to style and save big on the salon. with practice your be a pro in no time!