Personally, I think this one has as many answers as there are modelers and available kits. Not trying to annoy or offend, but there is no fast, pat answer. You're going to have to experiment, as well as gain experience to determine what works best for your situation. In terms of primer, I think that sometimes primer is indicated especially after filling and sanding. Priming will help point out those areas that still need a little work before you lay on the topcoat. In addition, if you're going to spray a light color (say a bright yellow on a leading edge, or white on a landing gear strut, or a bright red on a spinner or rudder), first prime the area to be painted. You might want to use a white primer for the yellow and red areas, and a light gray for the strut. In addition, I never paint any part on a sprue. I always cut it off, prep it (sand, fill, remove seam, etc.) then mount the part according to the instructions, or set it aside on a piece of tape for later painting. I'll mount all the pieces on the tape that are to be sprayed the same color, spray them, let 'em dry, and mount on the kit. If necessary, after mounting, I will use a really small brush to touch up any goof-ups.
Hope this helps a little.
Gip Winecoff