Whatever you do, don't prime them on the sprue. If you do when you cut the pieces off you'll have to paint over the bits you cut. I often cut off the pieces, trim the mold lines/flash, then assemble the easy bits leaving off the pieces that would create spaces hard to reach with a brush. Those, I stick a pin in an inconspicuous spot and then attach them to something like a cork for priming. I can then paint everything in that way and assemble it when all the pieces are finished. So it's a mix, some pieces you assemble some you don't.