I have stick straight very fine thin hair. If I try to style with hot rollers or anything else, the curl falls out in 10 minutes.
However, the curls in my sig pic were very easy and non-damaging. I applied a little bit of leave-in conditioner spray to my dry hair, and rolled it on "wrap snap n go" rollers from walgreens, and slept in them. They are basically just a glorified rag roller. You can look in my album for more pics, to see how well they work on my hair.