Whoever invented the paint roller did painters a really big favor. With a roller, you can apply paint up to four times faster than you can with a brush.
What generally makes one roller different from the next is the length of the nap, which can be as short as 3/16ths of an inch or as long as an inch and a quarter. On smooth interior walls, a short nap is ideal, while an outside surface like stucco or concrete blocks requires a longer nap to carry the paint into those deep recesses.
Probably the most common nap of all is 3/8ths of an inch, and that will get you through most interior painting jobs. For painting flat interior doors, Ron prefers a foam roller, which leaves practically no texture.
Some rollers are designed to actually create texture and many can even be used to create special effects.