Plastikote T-35 grey sandable primer seems to be one of the most popular amongst modelers. I use it all the time.
There was an article in an older SA issue all about primers that you would find interesting and very informative. I'll find the issue let you know.
*EDIT* - I am unable to find the issue that had the article on Primers. I'm sure there was one not that long ago, so if anyone else can identify the issue? sorry....
-marcel