Sure, you could pay $44.95 for a silicon rolling pin. It's probably even worth it if you bake a lot. But for the broke or occasional baker, you can imitate the non-stick aspect with a simple modification.
All you need is a $5 wooden rolling pin (or whatever sticky pin you have kicking around your kitchen) and a $2 pack of nylons. NOTE: You'll need sheer or semi-sheer nylons for this (10 - 20 denier), otherwise the dough might stick. This is also a good way to reuse nylons with a run in one leg!