In Which Order Should I Paint A Room?

If you need to paint the ceiling, definitely do that first. Start with the edges, being sure to lay the paint on fairly thick (but not gloppy of course) and then when you roll the ceiling, try to do it in a 5' section at a time in a semi random pattern (if you do perfectly even rows, you can end up with visible lines on the ceiling, and will need to recoat to eliminate the lines.

Then do the walls, doing all edges first- anything you won't be able to get with the roller.

By doing the ceiling first, you can be sure that any white paint that dripped onto the wall while you did the edges of the ceiling will be covered up by the paint for the wall. I tend not to use tape, since it tends to give me a false sense of security- I end up finding out that there was a bubble and paint got underneath the tape anyway. However, when doing the ceiling it might be helpful. Painting the edges of the ceiling is rather awkward and difficult...just be sure to press the tape to the wall well, and if paint still gets underneath, it won't matter, because you will paint over it with the wall paint anyway.