I've seen some discussion of whether or not to prime figures before painting. I come down on the side of priming. It provides a uniform surface for better paint coverage, and more importantly for me, it helps fight paint rub. As a painter, I've complained about paint rub before (canvas doesn't have joints) and priming has cut my rub down (painted surfaces interact better than painted on unpainted surfaces). Also, it shows what areas are going to be a pain for rub (Airtight shoulders, I'm looking at you) and covers sculpted details so they look even. As a plus, a white primed surface will help colors look brighter (If you've had trouble with yellow, try it) and a black primed surface will help add depth to metallic colors.
So let's talk some of the primers I've tried:
The secondary on my Astro-Viper WIP is painted with Armory Grey.
Board to Pieces : During one of Citadels' changes, their black primer was replaced by what was pretty much black spraypaint. The local hobby shop replaced it with Board to Pieces Black.
I had no luck with it, and bad coverage. By the time it dried, it tended to run to any crevices, leaving raised surfaces uncovered. It's the only primer I've had rub off from handling.
Model Master Acryl Primer (brushable) : I like a brushable primer to touch up areas I missed with spray prime, or to color a small area it would be a pain to mask off. Also, when the weather isn't right, it's my backup. If I have to go back and sand down an area of paint rub, I'll brush some on the sanded area. Absolutely essential.
Rustoleum Automobile Primer : Years of having various hobby shops around means I usually pick up specialist gear instead of going to hardware stores. However, some folks don't have that luxury. I was reading a painting and prep guide from a Star Wars customizer, and he used Rustoleum as the base (spraying Krylon Fusion over it).
I tried it out, and it had good results. Even coverage, with a slight texture (again, probably due to humidity. However, it can be wet-sanded, so that's not such an issue.)
Mr. Surfacer 1000 (brushable) : I wanted to give Mr. Surfacer a shot for priming, due to it's gap filling properties (For those breaking apart Joe torsos, you know what I'm getting at. Usually, I use superglue sprinkled with baking soda for gap-filling, then sand the hell out of it).
My only warning is since it's lacquer, it'll attack (some) paints, so it should be used during prep, and not for touch up.
I got mine from Sci-Fi Genre, but there's a store finder on their website.
Here's my version of the Septic Tank, inspired my Aloysha's Septic Drone and the NJCC Hazard HISS. I have to find a good fluorescent yellow for the weapons. I tried masking them for a safety yellow/black, and it looked ghastly. Not in a good way.