When you use the roller, you're trying to deactivate the Golgi tendon organs. Basically, these are protective structures that will cause the muscle to contract to prevent it from being lengthened at an unsafe speed or to such a degree.
Since the Golgi tendon organs are located in the tendons (duh), you typically want to roll from origin to insertion (also usually least to most tender to the pressure). For your legs, this equates to downward from the hip, and downward from the knee. You want to roll downward slowly, stopping on tender points until the sensation has become about a third of what it was. You don't need to bounce around or roll back and forth. Pressure is the key, and rolling around may be irritating rather than relaxing, as can too much pressure. If anything, you're probably inclined to use more pressure than is probably healthy. This is a common problem with self-massage. You'll generally find the most tender spots just superior to the knees, hips, and ankles.
Having trouble reaching knots in the upper back? I like to use a tennis ball, though be careful to modulate the pressure carefully.
I like using the roller once a day. Every protocol for eating or exercise recommends a break day to help you mentally recharge and encourage compliance. Physically, though, I can't think of a reason to take the day off from flexibility and relaxation work. Most of us will also miss days here and there just by the course of life, so there isn't such a need to build in rest.
It's easy to overdo the pressure on a roller. Try rolling both legs simultaneously, if you've been doing them together. See if this gives you adequate pressure. You want enough for you to feel tight spots, but you want the tenderness to abate while maintaining the pressure. It's similar to static stretching in that regard, actually.