The mistake nearly everyone makes is reaching for more topcoat. Water marks, nicotine, knots, biro, soot, damp tideline rings — these are all soluble in something, and a normal water-based emulsion just reactivates and lifts them straight back through. You'll keep painting and the ghost keeps reappearing. The fix is to seal the stain first with a proper stain-blocking primer.
For the difficult stuff — nicotine, water rings, smoke damage, tannin from knots, marker pen — use Zinsser BIN. It's shellac-based, dries in 45 minutes, and locks down almost anything. It's the most reliable blocker on the market, full stop. The trade-off is it's smelly and methylated-spirit clean-up, so ventilate.
For larger areas like a damp-stained ceiling or a feature wall, Zinsser Cover Stain (oil-based) is easier to roll and covers more ground, though it needs a bit longer to dry. Either way, give the stain one or two coats of primer, let it cure properly, then topcoat as normal.
A few honest caveats. If the stain is from active damp, sort the source first — no primer on earth blocks a leak that's still leaking. Block over a wet wall and it'll come back within weeks. And for knotty new timber, hit the knots with BIN before you prime the whole board, or the resin will bleed through your nice trim within a year.
Once sealed, you can put any of the supported emulsions over the top. For ceilings I'd reach for a clean flat white like Farrow & Ball Wevet or Little Greene Loft White; for a stained chimney breast going back to colour, Mole's Breath or Slipper Satin sit beautifully over sealed plaster.
Practical rule: never trust a topcoat to do a primer's job. Spend the extra hour sealing properly and you'll never see that mark again.