08/18/14 update - Since I wrote this post a few years ago it has come to my attention that these are not as available as they use to be and people are having trouble finding it. I was recently on Amazon and found another tool that looked similar, but I tried it out and it wasn't as great. It had extra teeth in it that made it hard to pull out once the roll was created. Follow this link to see it. I am currently on a mission to see if I can get this product in my hands some other way.
Here is a good tip that I learned a few years ago from my friend Dena Olivett, the wedding hairstyle and makeup queen. If you are having trouble making uniform victory rolls or trouble controlling the shape while you roll, try using one of these. This is the Curl Easy Pro Brush by Newave and I have never seen them anywhere except Sally Beauty Supply. They come in 3 sizes and run about $6. I think they are designed to actually replace a round brush for blow-outs, but I have yet to figure out how that works. It never works right for me when I try it. Click the images to go.