Do these self massage products like The Stick really work?

Yes.

what about those huge foam rollers?

Yes. The harder, the better. However, when you get to the point where the foam rollers aren't effective anymore, then you'll need to get a couple of used tennis balls and start rolling on that.

koffee

depends on where you put it... i massage myself daily but have never used a foreign object, just my own 2 hands

now if you're talking legs, i use a foam roller on my IT bands frequently

I don't feel a thing when I use the foam roller. :/
My friend who is a PT knows how to use it correctly.

Ask your friend how to use it. Either you're pretty loose already, or you're not using it correctly.

koffee

I prefer to use my hands, where possible.
Gives a much better feel and manipulation than any device - if you can learn it...
some very basic starting stuff...
https://velodynamics2.webs.com/selfmassage.pdf

I'll hilight, what is also highlighted in the brief article:
"always from distal to proximal, i.e., toward the heart,"
especially for long strokes
across the muscle doesn't require this directional concern...

look for more resources

self-massage really works