¾ inch are comfortable for sleeping. Curls will be soft and long-lasting.
If you are using multiple rollers, and you feel like they are loose, try feeding the end of one roller through a nearby roller like a paper chain before you snap the two ends together. Linking the rollers together can prevent slipping. This is quite handy for those of us that toss and turn through out the night.
Tip- After washing and drying your hair - leave the tips slightly damp, make a loose ponytail in the top center of your head. Starting at the tip of your ponytail, roll your hair around a 3/4 inch roller until you reach the base of your ponytail. Snap the two ends of your bun together. Leave your hair this way overnight (or wear to work). When you take your bun out, and remove the pony tail, use your fingers to separate your curls. Spray with your favorite hairspray and your set.
Tip- Try the above with two or three 3/4 inch buns. This works really well for very thick hair. You can also try low ponytails, with your buns sitting just over your shoulders. This allows you to sleep without feeling the buns under your head.
Tip- Consider what part of your head you sleep on most often, and place your rollers or buns in accordance. If you sleep on your back, consider rolling your hair higher on the top of your head, or on the sides. Placement of your rollers and bun is up to you!