I usually don't prime, and to be honest, I don't simply because I'm too lazy.
Any PE/Metal, resin I tend to prime, especially metal figures. It's pretty much impossible for me to paint them without. However ,with the tank and aircraft kits, very few are primed. As MusicCity pointed out, priming will bring out the smallest of surface blemishes, so if you want a flawless finish, go for it.
Also, depending on colours you use, a primer coat may be very important, especially if you're using lighter shades, as the grey styrene will alter the colouration.
BY the way, if you're afraid of the primer hiding surface detail, may I suggest Tamiya fine surface primer, out of a white rattle can. It covers very well, but does not lay down a heavy coat. Great stuff!