I hit mine with primer while still on the sprue then, depending on the position of the arms I paint some before gluing together.
I use Tamiya flesh {this is NOT the way, but until I get better with painting them, that is what I will use} I find that it covers poorly over either raw plastic OR primed. I am going to hit the next batch with an air brush for the flesh, then tape up the hands and face and hit the uniforms THEN try to do some finish colors like eyes, shoulder tabs etc.
having thrown my method out I suspect it will be picked apart as it does not lead to the type of GOOD work that is seen here { hope it will lead to a nice tutorial }