Most people don't realize that there are any options beside the cheap DIY grade paint roller handles that can be found in almost any big box store. They apply paint to the wall just fine, especially if the DIYer springs for the nicer roller covers. However, cutting in around windows and getting paint into corners is just plain impossible with these rollers. Still there are ways around this problem. You can cut in with a brush first and then go back and roll the rest of the walls.
Recently, I discovered a trick the pros use - a professional paint roller. Those little plastic end caps that keep the rollers from getting into the corners are missing on these rollers. That means that you need to do less cutting in and you can avoid using the brush to paint corners all together. However, you'll still need to paint the area where the wall connects to the ceiling and crevices that are too tight for the roller to get into by hand. If your baseboard trim is already installed, you may also want to cut in around the baseboard with a brush, too.
When you shop for a paint roller handle and covers, you should start by thinking about the job you are buying them for. The traditional short roller is fine for normal walls. If you are doing a cathedral ceiling, though, you may want to look for a rod extension. This extension screws into the handle and makes it much easier to reach higher spots.
Next, think about the texture on the walls. There are covers that work better with different wall surfaces. For instance, popcorn finishes need a roller that can handle that rough, uneven surface without falling apart and there are special roller covers for this type of wall.
You can also find covers that create a pattern. These covers make certain faux painting techniques much easier, since rolling is so much quicker than stenciling or freehand painting a design.