Flexi rods have been around for a while. Not recently, but in the past a few times my stylist used flexis and a hood dryer to give my hair a spiral curl style. They worked fine, but I wasn't that thrilled with the style on me. I would imagine using the rods at home sans heat would take longer, but render similar results.
I've seen this type of roller everywhere curlers are sold (Sally, drugstores, Target etc.)