It would depend on the look you are going for.
Also many of the styles you see in dance and cheer are accomplished with a hairpiece.
Depending on the look...I have regular rollers, hot rollers wih clips, and different sized barrel curling irons.
The irons are used when my girls want a cork screw/ringlet look. Depending on our goal determines how much hair I roll at a time. And I also use styling product---amount is determined by look and activity level. Dance would require a curl to be virtually cemented.
Our biggest need is the time to do all this. I did ringlets for my oldest when she was 5 and a flower girl in a wedding. It took well over an hour. It is what she wanted, but she was bummed when she realized how long it would take.