If you are looking to enhance mobility, soft tissue health, and sports performance with self-myofascial release, then you may want to buy a foam roller as an adjunct to static stretching and/or balls to assist in your self-care. Preferences, intentions, and abilities are individual, however, so there are some factors to consider when choosing a tool for soft tissue release.
All the implements mentioned—foam roller, tennis ball, and lacrosse ball—affect tissue in the same way. These tools all provide sensory input and pressure that transcends the various levels of soft tissue surrounding your skeleton to achieve a perceived relief from "tight"-feeling tissue and improved circulation within the tissue. This results in increased flexibility and ability to generate power during athletic performance.
When soft tissue receives too much pressure too quickly, it tends to contract, in order to protect itself against what it perceives to be a potentially injurious sensation. So when choosing a tool for self-myofascial release, consider the area of the body you intend to address, as well as your own sensitivity to pain and your ability to control the level of pressure your body receives from the tool. Foam rolling techniques, especially for the lower extremities, usually require enough upper body strength for you to control your body weight as you slowly move your body over the roller. Such upper body strength is not required for self-release techniques using a ball.
Regardless of the implement being used, there is nothing wrong with deep pressure, but soft tissue is most responsive to pressure that slowly deepens in intensity as the tissue softens. You should aim to guide the release versus forcing it, and always engage in slow, deep breathing to keep the nervous system calm and encourage relaxation. Pain that causes tissue retraction or leads you to hold your breath is not helpful.
So the answer to this question is really up to you. Consider your goals, your needs, your preferences, and your limitations when choosing tools to help you in self-release of soft tissue restrictions.