You can't beat the traditional style Carmen heated rollers and they seem to make the curls last longer than tongs but you need to leave them in until they are totally cold (around half an hour).
If you watched BB you'll have seen Michelle using some new style curling tongs which are amazing! I bought a pair from Sainsburys (of all places) for �16.99, and it's one of my best ever buys. I curled my hair before going on a night out, they stayed perfectly curled all night, and were still there in the morning :) Argos and other places like that do a few different brands for around �15-�25