Following up from my last Painting tips post. I had just finished explaining the woes of taping off....
After you have the room completely prepped. Using a really good brush like I explained earlier, begin cutting in the ceiling, then each corner, around all window & door casings as well as the baseboard. If your working alone, once this is done on one wall then begin to roll your paint onto the wall. Start at one end of the wall moving the roller up, down then slightly at an angle then back roll that entire area to make a smooth finish. Continue doing this until the wall is completely covered.
Tips:

• Roller should be free from fuzzies, either buy a professional grade like Purdy brand or wrap tape around the roller before using it then remove the tape. This should remove most of the fuzzy stuff that may end up on your walls.
• Do not overfill your tray with too much paint. Pour paint into the well of the tray, but not completely full. You don't want it running into  the flat surface part of the  tray. Roll the roller into the paint and then roll back and forth  onto the flat surface of the tray so that the paint covers the roller uniformly and is not dripping with too much paint .
• When rolling the paint onto the wall you want a nice even coverage. Don't apply too much pressure against the wall with the roller either or you may end up with ridges of paint that the edges of the roller leaves behind. Just a nice firm , even pressure is good.
• When taking a break or waiting for coat one to dry, put your tray, roller and brush inside a plastic garbage bag. This will keep it from drying out.
• When closing a paint can, lay a rag over the top of the lid, then hammer shut, this will prevent paint from flying out all over the newly painted room.

Finish the entire room in this fashion. Once you have the room painted one coat allow to dry and repeat for the second coat.
Tips:

• Even if the paint you have purchased claims to be one coat coverage it more than likely will need a second coat. Check your corners, ceiling line, trim areas as well as middle of walls with a discerning eye in a well lit room. (Do this after the paint has dried of course). You will more than likely see inconsistency. The second coat of paint will also give the paint job a consistent overall look as far as the sheen is concerned. ( In other words if you chose a Satin finish for your paint it won't look satin in same areas and dull or flat in others.)
• Remove tape as soon as the second coat is rolled on, do not wait for it to dry.
• Clean up any seepage or drips now.
• Two people painting a room is always quicker and more fun. Have one person cut in the ceiling, on top of window and door trim and part way down the sides, while the other person is on the floor doing the exact same thing along baseboards, trim and corners. When the guy on the floor is finished have him be the "roll on guy" while the other person continues moving the ladder around the room cutting in all the upper areas.

Paint finishes: Paints come in many different sheen levels. Generally the choices are:

• Flat or Matt
• Eggshell
• Satin 
• Semi Gloss 
• Gloss

Starting at the top of the list, are dull and flat looking with no light reflection. Each succeeding level gets a little shinier. The Flat or matt finishes are usually not as easy to wash dirt and grime from, although many paint lines now have these choices with claims of being washable or scrubbable.

 Eggshell has a very slight sheen. This is my personal favorite. Washes nicely with a fairly matt look. 

Satin is a good one for households with kids and or pets or with a tendency of flies, such as farm houses. It washes slightly easier than the eggshell.

If you want a really shiny surface than semi gloss or gloss is the way to go.