I concur. Thin the paint. Basically you want it thin enough that the paint runs together and the brush strokes disappear in about 30-60 seconds.
I spray everything now, but when I do have the occasional boo-boo, I'll touch it back up with a brush while it is still wet.
In fact, I just finished spraying this huge storage cabinet I just built for my wife. When I was moving it around, one of the trim pieces came off.
I glued and nailed it back on, filled the nail holes, sanded briefly, then hit it with a topcoat of the finish paint. I used a foam brush and I had to thin it just a hair, but it dried mirror smooth.
Almost any paint you buy, including the expensive "quality" stuff is really thick. Yeah, you get complete coverage in a single coat, but it looks like crap. Thin it out and it looks a lot better. It may take you two or three coats, but it is worth it.
I usually apply two coats primer and sand after both coats with 220. Then I hit it with the topcoat. I usually sand with 800 or finer. Then another topcoat. Then I rub it down with steel wool. Then the final coat.
Sometimes I get a little orange peel texture where I did a crappy job with the sprayer, but I usually just apply a little polishing compound and buff the whole thing. Glossy stuff looks like glass when I finish.