Yeah, absolutely do prime, especially when painting resins.
I agree with ToEleven that I'm not that big a fan of the normal Rustoleum 'painters touch' primer. It really doesn't have any more adhesion qualities than just normal paint, and has identical dry times. It's also very moisture sensitive. I pretty much only use it as a color, never as a surface primer. I'm pretty sure it's just normal paint in a flat shade.
If you want good primers, automotive and specialty stuff is the way to go. Rustoleum does has some pretty good offerings there, I use their
2-in-1 Sandable and Filler primer all the time during the final smoothing stages after bondoing, and their
Universal Bonding Primer is something I've just started using that seems to adhere really nice to resin. Both are dry sandable and surfacable within a few hours, though I'd still recommend 24 hours just to get a proper full cure.
And yeah, as ToEleven mentioned, Duplicolor is also a really great brand that makes really high quality automotive paints, can be a bit hard to find though. Krylon primers I haven't had the chance to use yet, but I do like their clear coats though.