Hey RODC,
I've never heard of priming before beginning assembly. At least not the whole model, however I do primer the joint areas on subassemblies to make sure that my joint lines are filled.
Regarding a primer color for a yellow finish, I think the general concensus here is that white is best, and apply the yellow in several light coats until you get the depth of color you want. I've found that Floquil's Reefer White (flat) makes an excellent primer and it sprays and covers very well.
BTW, which brand and type (enamel, acrylic, etc.) yellow are you intending to use?
stinger