Primer should always be the very first layer of paint. Primer is not meant to be colorful, or ever seen. Its purpose is to help with paint adhesion. There is a primer made to bond to any surface whereas paint can not be made to do so. Putting on a layer of primer will allow certain paint types to bond and adhere to an otherwise un-paintable surface (like plastic). Almost all primer is compatible with all paint types, but that being said there are specialty primer for acrylics. Just like paint, the primer type needs to match the paint type. Layering an oil based and a water based primer could result in undesired results.
Spray paint, mainly Rust-Oleum brand, has primer pre-mixed in the can. This works most of the time, but with some surfaces it is still a good idea to put a layer of primer down first. It's better to put down primer first then to paint your entire project to find out the paint doesn't adhere well. Better safe than sorry.
Primer is most commonly used from spray cans. Rust-Oleum makes great primer that you can pick up at your local hardware store.
Basic black and white primer works for most jobs. My go to is Rust-Oleum Painter's Touch Flat Black Primer. It bonds to all your standard surfaces and makes spray paint stick great. As an added bonus, silver becomes more prominent and shiny when sprayed over black paint.
When it comes to airbrushing, I find that standard primer doesn't work as well as I want it to. The absoulte best primer I've found so far is Rust-Oleum Universal Bonding Primer. However, these can be hard to track down. Hardware stores do not tend to carry them. I've found them at Walmart and a very similar version of it (designed for cars) at Autozone. Both work but the standard version found at Walmart is significantly cheaper. The downside of these cans is the primer smells quite odd and is very potent. The cans also do not last long as they are not apart of the 'Painters Touch 2X' line. I used four cans when priming my Boba Fett armor.
There are plenty of other types of primer for specialty uses. Most of these can be found at auto stores. 2 in 1 Filler and Sandable Primer, Filler Primer, Metal Primer, Plastic Primer, and so on. 2 in 1 Filler and Sandable Primer is actually excellent for filling small imperfections, I have a guide for it under smoothing.