Deciding on an application tool will depend on the type of concrete sealer you are applying and the amount of square footage you are sealing.
If you are applying a penetrating concrete sealer you can use either a garden variety pump-up sprayer such as the Echo 2 Gallon Sprayer found at homedepot.com retailing for $29.97 or a paint roller or even a paint brush. The Echo sprayer is easy to use, is relatively inexpensive and can be washed out and reused after sealing. Any of the aforementioned application tools do a good job of getting the sealer material onto the concrete. It will mostly come down to personal preference unless the manufacturer states a specific application tool. For large scale applications sprayers are faster and more efficient; whereas paint rollers are less expensive and are more readily available.
If you are going to be applying a decorative acrylic sealer or an epoxy floor coating it is best to use a 1/4″ or 3/8 nap roller. We like the Epoxy Glide Rollers by Wooster since they are specially formulated for epoxies and urethanes. They have excellent paint pick up release and flow with causing stipple and they are shed resistant so no lint will end up in the finished coating. Home Depot sells the 1/4″ 9″ Epoxy Glide Roller cover for $4.