black primer

Tamiya fine primer or Alclad grey primer/microfiller. Both can be left as is or slightly polished, depending on the finish you're looking for.

Mr. Surfacer 500 and 1000 grain are essentially like model airplane dope and not the friendliest of paints to use on plastic. They are better for texturing or filling in fine grain damage from sanding or filing than as a general use primer.

Cookie Sewell AMPS

Krylon Sandable enamel primer is always a good choice for me, being available from any hardware store. An excellent albeit expensive line of acrylic primers comes from Games Workshop, the Warhammer wargame folks. Dries very tight and it's very forgiving. At nearly 8 dollars a can though I don't buy it much unless I know there's a sale on.