Ummmmm, I work in the paint industry, you need a smooth surface to begin with to get a smooth finish. If you have a textured paint or a texture finish (like vermiculite or render) then youwon't be able to get a smooth finish without stripping off the surface first, troweling over the rough surface with plaster or render to smooth it out or sand the surface smooth before applying a sealer/undercoat then 2 top coats as a minimum. Brushes and rollers leave marks on a wall or ceiling for various reasons, mostly the paint is too thick, the brush is too old or won't hold paint correctly, sanding down between coats can help with the final result, watch for streaks and runs in the paint, build up several thin coats instead of a few thich coats and your finish will be much better. Good luck.
It is not a question of smooth/rough it is a question of gloss/tooth Glossy surface of any kind does not allow a molecular grip of the paint - it is more likely to peel or otherwise fail. Sanding the gloss to scratch it provides what is called tooth to provide a grip. For a good looking paint job in the end the painting surface should always be smooth (and dull) except when rough specifically for an effect.
