Hi buddy,
I use either Tamiya or Vallejo rattlecan primer religiously and wouldn't dream of painting a build without a good primer base to act as a 'tooth' for the up coming coats of paint.
Not only does it serve as a tooth to help the basecoat layer grip onto it highlights the gaps that need filling and assembly flaws that need attention.
You don't have to use grey standard primer-Vallejo make a range of different coloured primers. Like Bill says a Red Oxide colour (included in the vallejo range) is good.
I've read a lot of threads on here where people have raised the issue of paint not adhering to the surface and almost always it has come down to primer not being used.
Without fail I'd always ensure replacement metal barrels and Friul White metal tracks are primed. Vinyl one-piece tracks too especially Dragon DS Tracks which I know a few people who have had paint literally sliding off it because a primer hasn't been used - the DS (Dragon Styrene) is too smooth and offers nothing in the way of tooth.
Some folk like to prime and some don't think it necessary - personally I think it is a vital step. For the cost of a tin of primer I wouldn't take the risk and prime away but take it easy and lay it on evenly and don't overspray or it will run.
All the best,
Ben