I use to use a variety of styling products, from extra strong hold mouse to a soft, strong hold hair spray. I'd touch up curls with a curling iron but I use to set my hair in pin curls as opposed to rollers. I always did my pin curls tight and brushed out and shaped curls to how I wanted them.
I'd go for a larger roller (but not huge) around the top of the hair near the face if you're wanting waves.
I'd also recommend just having a play and working out whats best for your own hair. Mine has a natural curl/wave to it and seems to set well and easily, my gf has dead straight hair which drops curls after an hour.
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