roller shadowing after painting long walls
There are a few factors that contribute to a quality job, or conversely, shading when roller painting walls.  

1) Original color, 2) surface prep &amp; priming, 3) quality of application equipment, 4) quality of paint, 5) technique used. 

Drastic color changes usually require a prime coat. The proper primer base color or tinting can be an important step to hide the original contrasting color. Cleaning old walls of all soap, grease, smoke and other residuals goes a long way to assure a good bond of new paint/primer. 

The quality of the paint you select is extremely important. A spec grade paint or bargain basement product will be low in pigments or use a lower quality acrylic base. A cheap paint in a light color over PVA on new drywall may pass and be fine, but rarely cover well when changing color over existing paint.
Over the years, I have applied hundreds, if not thousands of gallons of paint. I have migrated between brands as technologies changed, but always found that a mid to upper grade gives the best results. Expect to pay $30 to $45 per gallon.  The most important traits of a good paint is the workability time and spreadability. Very thick paints are hard to spread evenly and require a 10% to 20% addition of Flowtrol. If your paint tacks or starts to dry too quickly, it is difficult to work the wet edge or blend with the cutting lines. Very thin bodied paints tend to dry very quickly and should only be used in sprayer.  applications. 
I have been given sample gallons of the super expensive "one coat" paint/primer, and guess what, they don't perform much better than any other decent grade paint. I have yet found any situation other than covering the same color, when one coat is satisfactory.

Use only high quality roller covers. I will only use Perdy White Cloud 3/8" covers for most applications. If the nap of your covers flattens out too quickly, the coverage will be inconsistent.  

The most important factor in getting good coverage with two coats, is technique. Everyone knows to work into a wet edge, but that is only half the deal. Good consistency is a directly related to evenly applying the paint. Cover smaller areas at once, not more than about 8 to 10 square feet per roller load. Do not work too much paint out of the roller between reloads. This does not mean to put the paint on too heavy, rather it means try to maintain even wetness of the roller.  Use long, light overlap finishing strokes, but do not overwork the area. When working alone, do not cut more line than you can roll before the cut starts to dry. About every 6 to 8 feet of wall, inspect it at an angle so you can see any thin spots or holidays. Looking at steep angles uses the available light to highlight imperfections. You should still have time to go back and touch up problem areas if you look carefully before getting too far ahead.

If you are seeing a lot of uneven shading after your first coat, the technique may be wrong. One coat is never enough, but it should be applied with the same care as the second coat. A poor quality first coat application makes a lousy background for the second or finish coat.