Here are some pics of my first successful roller set. I have done three sets now and this was the best one by far.
This was done with pin curls in the front and sponge rollers everywhere else, set wet and slept on overnight:
The second night I re-rolled the set a bit to sleep on dry, and then spruced it up the next day with some curling iron touch ups and hair spray. Here I am before going out to a show:
I did get a third day out of the set, but ended up wearing a hat over most of it because the top was really flat and the curls were pretty loose.
And then the next day my set totally didn't happen (tried setting damp in the morning and my hair never dried completely) so I just stuck a hat on things :). I include this picture to show off my hat as well as the awesome picture my talented photographer friend took.