Those PVC pipes are ~$8 at your local home improvement store. I don't roll the way he does though. Instead, I try to move my body through various movements (squat, arms behind back/overhead, etc), and when I feel tightness or pulling sensations in the muscle I'll mark the spot. Then I place that spot on the roller, and just lean all my weight into it; I will roll around a tiny bit just to try and find the most tender spot, but once I find it, I hold still and press on it until it "lets go" and it no longer feels tender.
Once I had been using a PVC pipe for a while, I started doing the same thing using the shaft of a barbell - with weights on the end, it works a lot like a foam roller. This really hurts, but the results are amazing.
I really should make do a youtube video of this because almost all of the foam rolling/self myofascial release stuff on the internet is kind of bad. The barbell trick doesn't seem to be something people know about either.