+1 on the Dupli-Color Sandable Primer. I picked up one of those plastic pistol grip/trigger things as well for a couple of bucks. Makes it a little easier to get a nice sweeping motion going. I've used Gesso before too. It's great for when the weather is just not very spray friendly - especially winter. It looks extremely globby when you first apply it, but it shrinks as it dries and brings back the detail nicely. It seems to come off a lot easier than sprays as well, so I'd only use it on models you were going to paint right away before you play with them. Once it is painted and sealed though, it's fine.
Cheers!