I'm going for this Betty Grable look:
Dip a comb in water to dampen the ends, no higher up than you'd want a curl. (It should be damp rather than wet.) Begin winding your hair from the base, tucking in the ends and taking care to finish the roll as high up as you would want volume. Since I have "growing-out" length hair, I'm not taking these all the way to the crown.
Now, before you move on to the next step, take a moment to wish I'd put some make-up on. Thank you.
Pull the rollers in the direction you'd like the hair to go. Since I want the final rolls to go up and towards the top of my head, I start the rollers holding the hair up and towards the top of my head and hold the angle. Starting from my chin and rolling in this direction would make the curls want to reach down, which isn't what I'm going for here.
Finish each curl where you would want your hair to stop curling. For me, since I want to have some hair hanging down around the sides, I'm only curling the base and am trying to encourage the back to hang past the layers with the exception of the very ends.
Leave these 'til they're bone dry. If you can't wait and have to take them out, hit them with a hair-dryer rather than letting them loose before they're done; they won't hold a curl otherwise.
You'll have a lot of curl. Brush them out well, using your hand to sweep the hair the way you want it to go. Tease the base of the curls and shape them into little rolls on the top of your head by brushing them against your hand. Pin each roll in place and hair spray for added rigidity.
For more visuals for using sponge rollers to create vintage hair-do's, I highly recommend this video from ClassicRetroGlamour. The video also has retro music playing in the background, which really helped get me in the mood for big hair :)
Next time I'll show you the "cheater's" method for Victory Rolls, which has become my go-to hairstyle of late!