Each tool has a job, mate, and the trick is knowing which one for which surface.
Roller is your workhorse for walls and ceilings. Use a short-pile microfibre sleeve (about 9-12mm) for emulsion on plaster — it lays paint down fast and even with minimal stipple. For something like Farrow & Ball's Cornforth White or Little Greene's French Grey - Pale across a big room, a roller is the only sensible choice. Foam or felt sleeves are for super-smooth surfaces and gloss work, not general walls.
Brush does two things: cutting in (edges, corners, around sockets) and woodwork. A good 2-inch angled synthetic brush handles your cut-in line; a smaller brush handles trim. Modern water-based eggshells like Little Greene Intelligent Eggshell or Mylands trim paints brush out beautifully now — far better than the old days when brush marks were inevitable. The key is loading lightly and laying off in long strokes in one direction.
Spray is where you get that flawless, no-brush-mark finish — and it genuinely beats brush and roller on doors, kitchen cabinets, panelling and built-in furniture. If you're spraying cabinet doors in Benjamin Moore Advance or a F&B colour matched into a cabinet system, you'll get a result a brush can't touch. But — spraying means masking everything, decanting and thinning paint correctly, cleaning the gun, and managing overspray. It's a faff for a single feature wall and rarely worth it indoors unless you're doing joinery.
The honest answer for 90% of home jobs: roller the walls, brush the edges and trim. Don't buy a sprayer for one room.
Practical tip — never roller right into the corner. Cut in first with the brush, then roller as close as you can while the cut-in is still wet so the two blend without a visible band. Work wet-edge-to-wet-edge and don't let sections dry mid-wall.