As a general rule of thumb I prime everything that's gonna get painted, but for small parts or interior pieces which won't get polished later I don't use the thick, sandable primer. I wash and dry the parts, then airbrush them with an acrylic neutral grey, slightly thinned (between 4:1 to 4:2). Apply only enough to give complete coverage. It gives nice and thin base coat, allowing details to remain visible, but gives a good neutral base for the final colors to lay over.