There's a thread where we talk about everything roll-searching related... http://www.cointalk.com/t10176/
My strategies are evolving, but having a good loupe is pretty much a necessity, and KNOWLEDGE of what you will be looking for is key, IMO. If you aren't aware of what it is that you are searching for, you might as well just look at dates and leave it at that. As I started, I used to first sort all my coins by year and MM, until I got a good feel for which years kind of ran together (error and variety wise), as well as setting aside all the ones I wasn't sure how to tell the differences on (like large date/small date), again until I felt I was competent to do the searching without that first step. Wow, what a difference in the time it takes to search, and it is more enjoyable also. On LMC I always look at the AM on the back and let myself know if it is wide or close, so that when I see the year, I can tell if it's an anomaly or not. And I try not to let the gunk interfere with my looking at the coin.
I'm filling a Whitman folder, so I look at each coin's date and mint mark. Pretty slow, but I can find some very nice examples of each variety.
