dark colors require more coats. for example, dark red may require 3 coats if the walls have not been painted for a while. Walls tend to SOAK up paint if they are not primed first. Primer will keep the paint from soaking into the wall, but if you paint every couple of years, you don't need it. I have found this to be true both with concrete walls and with sheetrock the hard way.
Also, invest in painters tape. tape off everything you don't want to paint. if you are going to do the ceiling it might be easier to rent a sprayer and spray everything rather than rolling the walls.
Paint all edge surfaces completely first (there are LOADS of different types of brushes and sponges out there now specific for corners, edges, etc). Once the edges are done, spray or roll out the large blank spaces. Not doing edges completely the first time can make the finished product look unfinished.
I have never used any of the products previous posters mentioned above (although I have painted quite a bit in the last few years- I think the paints recommended are VERY interesting!) but mainly I think it is because I was always painting places that were not occupied at the time (like I was moving in within a few weeks- or it was my classroom over the summer or something). Regardless, make sure the room is well ventilated. I know a lot of people on mothering downplay plastic, but at the end of the day, I have found nothing that works better than wrapping the brushes and rollers in plastic so they don't dry out for painting day 2.