freckledface
Basically the bigger the roller, the looser the curl. You say your hair is thick and you are not looking for big hair, but if you flat iron the roots after you take out your rollers you will reduce volume. You can also wrap it.
I chose my rollers by buying 4 different widths. I bought the blue (huge), gray (large), purple (medium) and green (small). I bought all different widths because I need the smaller ones for litle nooks and cranies if I want all of them to fit perfectly, I put a small green roller in there (for example, the area behind the ear where my hair curves in. I don't always do it, sometimes I use just the purple ones there but for example yesterday I used the green ones behind my ears. I have one of those plastic bags where bedsheets come in and I nest the smaller rollers into the big ones together with the clips and keep them on my bathroom cabinet.
The clips: I use this type:
http://www.sallybeauty.com/metal-clips/SLNCAR21,default,pd.html?cm_vc=SEARCH
You see that little U at the end of the clip? That will allow it to slide in completely onto the roller and that way it won't stick out and you will be able to position adjacent rollers closer. MsKibibi recommended these clips, they are also sold by the box which is what you would need.
Part your hair into the section that will go onto the roller, I prefer my hair to be very wet and the ends to stick to the magnetic roller, so I spray the section, use my fine tooth comb (hair is already well detangled before that so you are just using your finetooth comb to make all the strands smooth on the roller). Section cannot be wider than the roller you will be using, you must be able to see the roller on the ends and your hair in the middle. Roll, pull it taut, roll again, pull it taut against the scalp and place 2 clips not in the middle but more towards the back if that makes sense.
Roller must not be wobbly. One thing that helps me (but not my arms) is to, if let's say I'm putting the roller on my crown, then I pull the section forward towards my forehead and roll, pull, roll, pull.
Like this:
I don't use setting lotion. I have used Keracare foam, Mizani foam and Mizani liquid and Lottabody but don't like any of them. I put some leave in conditioner (a bit) and serum, and sometimes Aphogee Green tea liquid on my spray bottle and I get silky results all the time.
I have a rollerset tutorial on my LHCF blog, you can see it here. I did all my rollers up as I'm used to it but you can do it down.
http://www.longhaircareforum.com/blog.php?u=6364