I've actually painted the figure you're talking about...twice. I didn't like the paint job the first time around, so I stripped it and repainted it.
I glued the head, the body halves and the left arm together, and left everything else loose until I was done painting it. I remember that the body needed a small amount of filler putty.
I had to pin parts of the gun (specifically the barrel and the clip/magazine), because they were so small, and there were no attachment points to speak of.
I painted the visor shades of gloss black/gray. When it was dry, I masked it off and painted the rest. Used little blobs of Blue-Tack to mask places where I was going to attach parts.
I painted mine w/ Model Master enamels, so I didn't prime it at all. Sorry I couldn't help you on that point.
Anything specific you need to ask, feel free to do so.