Essentially the different sizes exist for different purposes.
The larger head is our preferred roller in most cases covering the most skin gently and easily. The extra weight also adds another dimension to the rolling process.
Smaller rolling heads like that available on the double headed roller are usually used around delicate areas like the eyes.
Precaution only use crystal rollers near the eyes that have solid brackets with rounded ends like the White Lotus crystal rollers. The thin wire brackets can actually break and when exposed have sharp edges that can become lodged in the skin in these areas.