As for priming on the sprue. It depends really on your painting style. I do a combination of both primeing built or partially built pieces and the pieces on the sprue as this is how I paint but really just like a lot of things it is up to you.
Virtutis gloria merces
The major difference between a thing that might go wrong and a thing that cannot possibly go wrong is that when a thing that cannot possibly go wrong goes wrong it usually turns out to be impossible to get at or repair. - Douglas Adams
It's a knife for gods sake, what you been useing to keep your fork company all these years, sharp side, blunt side, what you want a lesson? - Bullet Tooth Tony