By far, the most common method of painting a wall is with a roller and brush. A couple of tips to consider: always "cut in" all the edges with the brush prior to rolling the rest of the wall, especially when working with darker colors. This greatly minimizes the chance of ending up with visible brush-strokes. Also, consider using a 5-gallon bucket and a grid instead of a rolling tray. Rolling trays are slower and messier to use; few professionals use them for rolling walls.
For painting a single small wall, use a 6-inch roller instead of the traditional 9-inch roller. It's cheaper and much easier to clean up when you're finished. If you have some very large expanses of wall to paint and spraying isn't an option, look for 14-inch rollers at professional paint supply stores. Although they are heavy and require a special tray, they'll make a large job go significantly faster. There are also many types of special-effects rollers for decorative wall finishes. These include sea-sponge, rag, woolly and textured rollers.
Nothing beats an airless sprayer for making quick work of painting a large area, such as a garage, commercial space or the walls in a new home or addition. Although you'll spend a little more time masking windows and covering up adjacent surfaces to protect them from over-spray, a sprayer allows you to turn a job that takes days into one that takes mere hours.
While brushing an entire wall is needlessly time-consuming, it's the only way to work with some specialty paints. You can achieve stunning effects, such as making a wall look like suede, stone, or hammered metal by brushing on the final coat of paint.