What I have found through trial and error over the years, is that you have to find the right combination of product and rollers that you hair likes. This is especially true for doing your own hair. I don't know how it is possible, but professionals can use twigs and kool-aid and they can make a roller set look perfect. lol
For me, I use: lacio lacio and lottabody. when i'm feeling like i want extra shine, I add in some IC Fantasia serum. I now use flexi-rods or hard tension rollers. Those are the only things that provide a really smooth set, and unlike most people, my hair can't be saturated wet.
Learning how to apply tension is also key. You want tension, but without the pain.
Depending on the condition of your ends, you may need to use end wraps. I use them when i do flexi-rods to fold over my hair and pull it to the tip, that way, I can roll the wrap and get all the teeny ends in and not worry about crinkled bent tips