Sand rough or recently patched areas of the wall to remove debris and smooth the surface.
Paint primer on the wall. Brush in the edges, and roll the remaining wall normally. Allow the primer to dry.
Begin the painting process. Work with a helper if you can. First, paint the edges and corners on one side of the wall with a brush, called cutting in. Begin on the left or right, whichever is more comfortable for you. Right-handed persons often prefer to move to their right, (and vice-versa), meaning you would start on the left side of the wall.
Begin rolling right away, into the cut-in section, if you have a helper to do this. If not, cut in the entire wall, allow it to dry, then begin rolling. The trick is to roll into the cut in areas before they are partially dry. For most latex household glossy paints, this gives you a window of 10 minutes or so.
Keep a wet edge as you roll. To do this, roll in 3-foot square sections, from top to bottom. This way, when you return to the top to start another area, the edges you painted already will still be damp. If you let an area of the wall partially dry and paint over it, flashing can occur.