I find that serums work best for me than a spray heat protectant. Spray heat protectant are just too heavy no matter how I try to apply them.
I have had good results with One N Only Argan Oil treatment, Silk Elements Olive Glossing Polish and Proclaim Serum (the red one which has a heat protectant).
For a rollerset, I make sure the hair is wet, apply a small amount leave in and serum to the ends for each section.