I am considering priming figures, but up to now I usually just airbrush a base paint overall. The base colour is determined on how the figure is constructed. If the head is separate, I'll use a colour that represents the uniform colour, (for a camouflage uniform, go with the lightest background colour). A desert sand paint would be used for flesh base. Now if the head is attached the body, then the whole figure will be airbrushed with desert colour.
Continuing with the airbrush, you can get a bit more detailed by using it like it was mimicking a light source. I found though, with this method, it is better to use a very dark colour first as your base coat. Then use a mid shade and spray at a 90 degrees and over top. Then lighten you main colour with white, and spray only from a top down direction - this is creating your highlights. You will still need paint brushes to pick out details, and to refine the folds of the clothing.
Definitely want the figure mounted on something to help hold it. There are special gadgets out there for this, but I just drill a hole on the bottom of one foot and stick in a length of brass rod or something similar. When it comes to drying, either clasp it in a clothespin or stand it up in a section styrofoam
regards,
Jack