I usually use Krylon's grey spray can primer. I find that I can get a pretty even finish with multiple light coats. Though I must admit I prefer the finish of an airbrushed primer. I'm waiting for some primer to arrive from a mail order shop and then I'll get back to more airbrushed primer.
As for getting the most out of your spray primer -
1) float the rattle can in a sink full of warm water -- warm, not hot. They function best at slightly above room temperature. Another way to do this is to just put it in your arm pit for a while.
2) Shake like a mad man. 2 minutes solid before you even start painting. Then after each series of "swipes" of the can, give it another shake or two
3) Paint in a swiping motion about a foot away from the kit. You want a thin coat, so move the can fairly quickly. There's no need to keep the paint flowing all the time-- you basically want to paint the swipes in a single direction, stopping the spray while you bring your army back. You want a rapid fire "sheet!... sheet!... sheet!" effect.
4) After you've got it mostly covered, stop and let it dry/cure for the time it recommends between coats on the can or longer.
5) Repeat the process to put on another thin coat. Multiple thin coats are way better than one thick coat. if you can still see some of the plastic colour after your first coat, that's fine-- get it with the second. If you put on too much you'll obscure detail or get a chalky finish.