If the simple sleeve roll doesn't work for you, the Master Sleeve Roll (demonstrated here by Antonio Centeno of Real Men Real Style) will fix this problem by staying firm and looking good doing it. Plus, it's easier to unfold/unroll too.
As embarrassing as it is for an adult to admit it, I have always struggled with rolled-up sleeves. Either they bunch up at the elbows and are uncomfortable, or they roll down over time if they're below the elbows. I saw a friend use the Master Sleeve Roll technique at a meeting recently and he pointed me to Centeno's post. Since then, over the last five attempts, my sleeves have stayed up perfectly.
Here's Antonio on how to do the Master Sleeve Roll, or skip to 1:44 in the video above:
1. Unbutton the cuff and any "gauntlet" buttons further up the sleeve.
2. Fold the cuff inside-out and keep tugging, without folding, until you've exposed just a little less arm than you want to with your finished look. The turned-back sleeve should just be inside out and unfolded at this point.
3. Fold the bottom of the inside-out sleeve about halfway up so that it makes a band beneath the inside-out cuff.
4. Adjust until you're happy, leaving the unbuttoned and inside-out ends of the cuff sticking out of the rolled fabric.
He notes that it's best if your cuff has a contrasting lining on the inside, but it looks pretty darn good either way since the fabric doesn't bunch up as much as it would with a simple roll. The other advantage is that it's faster to fold than a simple roll, and much faster to unfold too -- pull and you're done.
How & When to Roll Up Your Shirt Sleeves -- Dress Shirts and Sleeve Rolling Guide [Real Men Real Style]