Sweep or vacuum the gypsum wallboard to remove sanding dust. Sweep or vacuum the floors too; whether you are spraying or rolling, dust and debris on the floor will contaminate your new paint job. Take a close look at the surface, and correct defects.
Prime the walls with a PVA (poly-vinyl acetate) or general purpose latex primer. The Paint Quality Institute suggests using latex stain-blocking primer for maximum durability. For larger areas or whole houses, an airless sprayer will be faster. Otherwise use a quality 1/2-inch nap synthetic or lambswool roller cover.
Start with the ceiling, whether you are rolling or spraying. As you work, keep your eye on the walls and promptly wipe or roll away drips from the ceiling painting process. Paint the walls last. When priming, it doesn't matter if you brush or roll first, but when painting the final coat of paint, "cut in" with the brush before rolling.
Check the walls and ceilings again in a good light, especially if they are smooth. Once they are primed, it's much easier to see areas you missed. Sand down rough areas, and apply a thin coat of joint compound to irregularities such as air bubbles or dents. Sand repairs smooth once dry, and spot-prime them with another coat of primer.
Apply texture unless you're stopping with smooth walls, either with a texture sprayer or by hand. Allow it to dry completely, and prime the walls again with the same primer.