Can I use any type of roller or does it have to be a Wagner roller?

You should be able to. There is another brand of 'paint stick' that my local hardware store carries that should also work. (Haven't tried it though) The Wagner roller is a standard size . . . just has a plastic core with holes for the paint to pass through. Wagner replacement roller is not that expensive and if you clean it properly will work for a long time unlike cardboard core roller covers

Needs wagner roller as it has small holes in tube to let paint through Standard rollers do not have this

We do sell roller naps designed particularly for use with our roller units. However as long as you use a 9" roller nap that is perforated, it should work.