Strain impurities out of your paint before you pick up a brush or roller
Don't even think of painting without first straining the paint to remove tiny bits of dust, fuzz, and dirt. You can use disposable cone-shaped filters, which cost about $1 each at paint and hardware stores. A scrap of aluminum window screen works just as well, and lasts longer.
Lay the screen over a clean bucket and press down in the center to create a slight depression. Slowly pour paint from the can through the screen and into the bucket. Stop when the bucket is about half-filled so it's easy to work with. Remove the screen, blot out the excess paint with a rag, then rinse it for future use with water for latex paint or mineral spirits for oil-based paint.
Fiberglass screening also works — just be sure you tape it to the bucket to prevent it from sagging down into the paint.