The TSA regulations for carry-on bags have become much more strict since Sept. 11 and several other incidents since. Since regulations are always changing, it's important to double-check any information within a few days of your flight.
TSA Prohibited Items List
As of August 2010, electric hair rollers do not explicitly appear on the prohibited items list provided on the TSA's website. They are also not listed under the "special items" list. It may depend on the filament used in your specific set of hair rollers.
Items not specifically prohibited can still be removed at the judgment of TSA security workers.
If you want to be sure that your hair rollers can travel with you, you may contact TSA customer service before your flight. The TSA's email is: TSA-ContactCenter@dhs.gov.