A natural sponge will create texture when used to apply paint to a wall.
There are many more painting techniques to add interest to your walls than using the traditional brush or roller methods. Most enable you to use one or more colors in addition to a base coat, allowing you to work with complementary or contrasting shades, as well as adding texture to your painted wall.
Sponging
Using a natural sponge to apply paint to a wall will create a soft, textured effect and allow you to build up several colors. Start by painting the wall with an even base color in satin or semil gloss, then mix up a mixture of one part latex paint to four parts latex glaze in a paint tray. Dampen the sponge, and dip in the paint. Then press on the wall, twisting your wrist slightly as you do so to soften the outlines of the sponge print. When this is dry mix another batch of latex paint and glaze in a different color and apply on top. (see ref 1)
Ragging
Ragging creates an uneven, layer effect, similar to sponging, but creates a rougher finish. Creases in the rags will produce slight lines, rather than the uneven splotches created by a sponge. Paint a base coat in a satin or semi gloss finish and leave to dry. Wrap a rag or cheese cloth around a roller (use one with a short nap) and secure in place with several elastic bands. The bands should create creases in the rag, which will add to the texture of the paint effect. Mix up one part latex paint to four parts latex glaze in a tray, dip the roller in the paint and apply to the wall. When dry, apply a similar latex paint/glaze mix in a contrasting color on top.
Bagging
Bagging creates a more clearly defined textured effect than sponging or ragging and creates texture by removing areas from a coat of glaze that has already been applied. It usually involves just two shades of paint, the base color and a single colored glaze. Apply a base coat of satin or semi gloss paint and leave to dry. Use a roller to apply an even coat made from a mix of one part latex paint to four parts latex glaze. While the glaze is still wet, press a scrunched up plastic bag on to the wall. It will remove areas of glaze as you to do so. Work across the entire wall in this way, replacing the bag once it's coated in glaze.
Stippling
Stippling, which is done with specially made stippling brushes with firm bristles, creates a light "sandy" texture on a wall. Start with a base coat of egg-shell paint. Leave it to dry, and mix up a glaze color of one part latex paint to four part latex glaze. Dampen an area of wall and use an ordinary paint brush to apply a coat of the glaze paint using criss cross strokes, to create a relatively smooth, but not totally even coat. While still damp, start stippling, lightly striking the bristles of the stippling brush against the wall. This will lift off tiny "dots" of the glaze to create a sandy effect. When too much glaze builds up on the stippling brush, wipe off with a damp sponge and continue.