As wonderful as the TheraCane is, I've found that the foam roller does a much better job on the lower body. Especially the quads, hamstrings and IT band.
Just about everything you need to know about how to use it is over at T-Nation in their article: Feel Better for 10 Bucks.
A couple other things I feel worth mentioning:
- Make sure your floor is clean. the roller has a tendency to pick up whatever's on the floor and embed it into your back/legs/etc. Not necessarily painful, but can be embarrassing if you plan on wearing that shirt or pants out later.
- The foam roller does wear down, becoming softer and less effective. Both through normal use and especially if you leave things resting on it for awhile. You'll need to figure out for yourself when the roller needs to be replaced - basically when it feels like "it just doesn't work like it used to." Don't use the roller as a pillow - even a few minutes will give you a goofy dent in it that likely will affect performance.
- While I don't use the roller for a full-body massage and expect it to hit everything that's bothering me, I have found it useful to do a thorough once-over on everything:
1. Right after a hot bath - when you're both relaxed and your muscles are warm and pliable
2. Right before bed. It's surprisingly relaxing.