Any painter will tell you, good brush technique is key to a neat job. Hold the brush with your thumb on one side and your fingers on the other. Dip about a third of the brush in the paint, getting rid of the excess. Keep the brush perpendicular to the surface, using light strokes to avoid lap marks.
For more on paint, consider:
How To: Clean Paintbrushes
The Perfect Paintbrush-and How to Choose It
Paint Guide: 10 Essentials for Successful House Painting