This is a review for jumbo curlers from jumbocurlers.com. I LOVE LOVE LOVE these hair rollers. They're quick and easy to use. Good for novices and experts. These rollers are foam with wire inside. They work on the same concept as 'bendy' rollers, except they're foam and not encased by rubber like other bendable rollers. They keep their hold better. Also, they're more comfy to sleep in. Hair dries more efficiently.
I've never seen these in a store and bought them on jumbocurlers.com. I wouldn't say they are cheap, about $25 for two sets of six. However, they are worth the price for what you're avoiding in hair curling headaches.
My only gripe is that if you're not gentle when bending the foam around the curled hair, the wire will poke out. Oh, and I can only find and buy these online. No problems with the website at all. Easy to navigate and they accept PayPal.