I've used the Shur-Line Paint Edger with some success -- mostly against the ceiling, though. Some tips for using it:
- Don't get overzealous and load tons of paint on it - it will just overflow onto the spacer wheels and track nicely spaced marks across your ceiling.
- Another side effect of too much paint is a raised bead of paint on the wall beneath the edger that you will have to feather out, unless you want a uniform ridge running around the room 4" from the ceiling
I gave up on the corner edger that Shur-Line makes and went with a brush for the corners. The corner edger either didn't cover the spot I brushed it over, or left a bead of paint to each side that I'd have to go over with a brush anyway.
For window frames and baseboards, I ended up using blue painter's tape and a brush. Careful with how long you leave the tape on though, since it can pull up paint that's underneath it. I wouldn't recommend using blue painter's tape for anything but trim, which usually has a high-gloss or a semi-gloss finish, making it so the tape doesn't stick as well.
UPDATE: After painting the bedrooms of our house with the Shur-Line Edger, I moved on to using a 2" angled brush for the rest of the house. It took some getting used to, but I could actually do it faster than with the edger by the time we were through.