While I don't do sheetrock for a living, I do make a good living at it when it's what I'm hired to do. For new sheetrock, I like fiberglass tape that sticks. Some does, others dont. I buy the mud by the box, it's cheaper this way. First thing that I do is mix in a bunch of water with the mud. One box will take several quarts to get it right for spreading. I use my 6 inch trowel for my first coat. I also use an inside angle trowel for all the inside corners.
Usually it's just a quick, light sanding to get it smooth enough for the second layer. This time I use my 12 inch trowel after mixing the mud really good with water. This is pretty much my finish coat, so I work it real good.
Third coat is after I sand it down for tecturing. I then use my 6 inch trowel again to fill low spots, voids or other imperfections. While it's still drying and wet, I'll spray on the texture.
Depending on what the client wants, I'll go from a light orange peal, to a heavy texture. The more texture, the better it is at hiding problems in the framing. Paint in a flat paint also helps. The more gloss, the more you'll see.
Rob has a good suggestion on the roller. Those are very popular on walls that had walpaper on them and were never textured.
My favorite method is to tape and mud two coats. Then instead of doing a final coat of mud and spraying on texture, I like to spread it on the walls with a 6 inch trowel. Just spread it on the walls and let it overlap where it does. The idea is to make it look rustic and a little rough.
Paint looks great on a wall like this, but for a really impressive finish, paint and then put on a faux finish by adding a glaze to the paint. I like a dark, tobaco stained look to a light brown painted wall. Of course, anything from off white to bone to toupe all look great and go with anything.
Be careful of the so called experts. Some are very good and they tend to stay busy. If they are available to do your little project, then somobody else isn't using them for a reason. Here, you have to wait months for a good crew to do a job. I personally have a three month waiting list right now with a good chance of that changing real soon.
Good luck,
Eddie