Easiest thing in the world: I wash my hair the night before, towel dry and spritz leave-in conditioner on the ends (I use this one). Then I go to bed with it wet. Unsurprisingly, it seems a hot mess when I awake, but plug in the travel hot roller set, slap 'em in whilst "putting on my face" and viola! Big, Dallas Hair!
The real trick is to use smallish rollers (mine are 1 inch in diameter) but to wrap lots of hair around each one so that you don't end up with Little House on the Prairie Ringlets. I use the Helen of Troy "Hotsetter 05" travel set. They heat up in about a minute and there are only 5 rollers in the set.
I should also mention that I have very thick hair - the individual strands aren't necessarily coarse but there are a whole hell of a lot of them. When I do the Hot-Roll, I usually do one curler on my left side (the smaller side of my part), two curlers on my right side (one up, one down) and two in the back (one up, one down).
Spritz with some non-sticky hairspray (I use this - yes, its aerosol, apologies Mother Earth) and go!