Reds and greens to start. I did try to put purples in there b/c I was in denial, but that didn't last long. Now I use mainly reds, purples, and greens (where the shorter layers are) b/c I like the body. Reds are the bestest size in the world--so versatile (thus far)...Also, I now roll the top front of the mohawk going back, and the rest of the hair going up/forward. I've come a long way, haha.
My friend actually had to come to my apt and do a hands on "rollersetting tutorial" b/c my clueless self was all thumbs. She even used some yellows with some of my breakage back then...I had some fairly tight-ish and wayward curls (as you can see in early Fotki pics), but wrapping afterwards took care of that. It took some getting used to just b/c I'd never done it before and didn't know what to expect. I must admit that w/more practice (and more length) I'm more comfy w/which rollers to use where and when, but like I said, it's all trial and error--can't get around that.
I only recently incorporated the saran wrap step into the process...that was a bit too new-fangled and advanced for me back in the day, lol.
ETA: My first rollerset that my friend did on my is in my 2006 folder, but all my [decent] work in the 2007 folder, like from March on to now.