I used sponge rollers when sleeping a long time ago. If you're going to use them, you probably should find something to cover them (to prevent breakage and moisture loss).
I used to use sponge rollers, but I think they dry and tear out the hair, however I do use twisty rollers (they are long and bendy), they are real cheap, coated in rubber and they don't tear out my hair.
I use sponge rollers with a satin overlay to help protect the hair. They are by Hype Hair and they sell them at Wal-mart. I have pics in my album under "styles".