i used to use heated rollers all the time in my hair, which was shoulder length. I just used the Clairol ones, and I never found that they did much damage to my hair. You do need to get used to the curl as it can be a bit of a shock first of all when you take them out and suddenly you have gone all Shirly Temple! They tend to loosen out as the day goes on, so I used a ton of hairspray to make them stay in place.
Like Neenee, I also tried the bendy curlers, mine were heated, but I could not get on with them, the bendy curlers were quite small and gave a tight curl, rather than the heated rollers which come in different sizes.
As a test, what you could do is to buy some ordinary rollers from Boots or a chemist and put these in your hair when wet. Dry with a hairdryer and you will get an idea of if it suits without spending a fortune!