I use the cheap dollar store vinyl with a Cricut brand cutter and get very fine detail with my rolling mill. Works great for etching as well. If I want something more permanent or better holding power I use Oracle 651 vinyl.
Aurora
Tried adhesive vinyl for that, and no go. Needs thicker material - trying again. Looking
forward to using adhesive vinyl for etching, though.
Hi Aurora, which cricut machine are you using Thanks, Vince LaRochelle
I know this thread is old, and I’m not even sure what’s being asked for in the revival, 
so I’ll just add that while my preference is for a laser cutter and artists paper, I also use my Silhouette Cameo with card stock and get great rolling mill textures and images.
My rolling mill is a cheapie, but it gives me great impressions, so no complaints from me.
Tricia
I have the Maker. I chose it because the other models exert 1/2 pound pressure, the Maker exerts 1 pound pressure as well has a rotary scoring tool, rotary fabric cutting blade and a knife blade for cutting balsa wood, foam and other interesting things. That said I use the default pressure for vinyl and have used patterns cut on the Air Explore II that my friend owns with excellent results if that was all you wanted it for.
Aurora
Hi Aurora, which cricut machine are you using Thanks, Vince
LaRochelle