Roller Nap
When selecting a roller, remember that the rougher the surface, the longer nap you'll need. For vinyl siding, a roller with 1/2-inch nap is adequate. For rough wood shake or clapboard siding, select a roller with a 1/2- to 1-inch nap. Consider the type of paint you are using as well. Inexpensive synthetic roller covers work well for most paint applications; mohair covers are preferred by many painters for latex paint, while lambswool roller covers work well for alkyd paints.
Roller Material
In addition to the nap and material of the roller cover, consider the core. Cheap cardboard cores quickly become saturated and lose their shape. They are suitable for a small painting project, such as an interior wall. Plastic roller cores are a better choice for painting the exterior of your home. Discard rollers when the nap becomes matted or no longer spreads paint evenly. Depending on the quality of the roller, you may go through several when painting exterior siding.
Considerations
In addition to a standard roller, you'll also need a high-quality paintbrush to paint trim and cut in around doors and windows. A foam "hot dog" roller easily reaches corners and crevices inaccessible to a large roller. To expedite painting, use a large paint bucket and a paint screen instead of a tray. You can easily carry the bucket with you, and you'll use less paint.
General Recommendations
Always use the recommended paint type and materials for your particular siding. For example, vinyl siding expands and contracts a lot and can become very hot. Select a house paint made for vinyl siding, and do not select paint that is darker than the existing siding. You can choose a different color, but it should be the same shade. Paint exterior siding on a cool, windless day, when temperatures range from 55 to 75 degrees Fahrenheit. Avoid painting the house while it is in full sun. Paint the west side of the house in the morning and the east side in the afternoon.