For new construction or remodel where there is a painter on-site, I'll hand them off to them for painting. Most have HVLP setups that do a nice job.

When there's not a painter I carry a Preval spray gun in the van and use it. The thing only costs $5-$6 bucks each so the cleanup consists of throwing it in the trash. May be a little wasteful, but it takes 10 mins to clean one up and it makes a mess so can't really be done at the customers.

The Preval is a little "DIY" spray can. After a little practice, I can get results as good as the pros with their expensive spray setup.

[Link: prevalspraygun.com]

You can find them at Home Depot and many paint stores... I buy 5-6 at a time so I always have one handy.