I think the other posts have about covered it. Spraying requires good masking and taping to avoid overspray. Yes new airless sprayers do minimize that problem, but you still have a lot of atomized paint particles floating around so a mask is a must. I would imagine you also need to pretty much completely empty the room before starting. If you were repainting a whole house before moving in or something like that I imagine a sprayer would make the work go much faster.
When I've painted w/ brush and roller, I just move things away from the walls, cover where there is a potential for spillage and start at it. With a little practice and patience you can almost get away without any dropcloths. However, always respect Murphy's Law. If you don't cover that expensive antique, you're bound to dump paint all over it.