Paint thoroughly
Its easy to paint with a roller, and 96% of the surface will be covered with the first pass of a fresh roller. But you've got to get that last 4%. If you don't, especially on a bumpy wall, you'll be able to notice dots of unpainted wall all over your work. Go over it again for a professional finished appearance.

Fill in the "W" with horizontal rolls.

Beginning painters will quickly develop a sense of when the roller needs more paint.

I haven't been counting, but I'd guess that a full roller is good for about 20 strokes before it needs a paint refill. It'll keep painting, but it does a progressively worse job after the first dozen strokes.

Your hands will get tired.

Rough it out, then cut it in.
Rollers are much faster than brushes, so do as much as you can with rollers.

When you get to edges, roll as close as you can without getting paint over the edge. Fresh rollers apply a lot of paint, and if you work quickly, you can come back with a brush and distribute this edge supply with a brush.

After the roller, come back with a brush and fill in the rest of the paint up to the trim. This takes some practice.

"Cutting in". Filling in the gap of unpainted wall between the rolled part and the ceiling.

More Painting Tips

During the course of painting a room, you are going to run out of a few things and will need to make a run back to the store. You actually might need to make 5 trips, so try to hold off until you have more than one thing before you actually go.

If you need to order more paint, bring the paint can lid, or take a snapshot of the lid label to show the paint counter guy or girl.

It is easier to see painting errors when adjoining colors contrast sharply. The closer the wall and the trim color, the better your errors will be hidden.

Applying this chocolate brown next to white trim in our hallway took a lot of time, and is obviously still flawed.