The reason it takes so many coats is the amopunt of pigment in the paint. Here's a couple of hints:
1. Use top quality tools - roller sleeves and brushes. The do make a difference.
2. Keep a wet edge. Cut in around the ceiling, baseboard, doors, windows then roll the wall. But don't get too far ahead on cutting in. With lighter colors, you can cut in an entire wall and then roll the wall. With heavy pigmented paints don't do this. How much you cut in depnds on how fast you are.
3. Don't over-roll. Many h/o do too much rolling. This will create areas of little pigment and areas of too much pigment.
4. Cutting in means painting the areas next to trim and ceiling, and the corners. A roller can't get close enough to do it well.
5. I use a 2-1/2" brush for cutting in. Paint with the tips. This sounds silly. Most h/o end up painting with the sides of the brush - they apply too much pressure to the brush.
6. If you tape, use painters tape and remove it as soon as you finish cutting in. Re-apply before the second coat.