Up here in Seattle, we have a pretty long wet season which makes spray priming pretty difficult, even if you have a garage or whatever, due to high humidity. Consequently, I've been using brush on primers, and honestly, I don't think I'll go back to spray priming. Sure, it takes a touch longer, but not much and it's much easier to get to all the nooks and crannies on a model that are easy to miss with spray priming.
I've used a few different brands now, so here's a run down:
1. Vallejo Model Color Foundation White. Pretty good coverage, though you have to be careful with your dilution ratio. Adhesion is average, with an average tooth.
2. Reaper Master Series Black Primer. Straight from the bottle, I find this a little thick, and it can obscure details. Thinned to about 50% dilution with water, it's much better, with slightly above average adhesion. The tooth is a little light for my preference.
3. Glass & Tile Medium + Black Ink. Love this stuff. I do about 1:1:2 of medium:ink:water, and it goes on extremely easily, with no detail loss. Adhesion is above average, and tooth above average. Added bonus is that you can tint with whatever color of ink/paint you want, and it can also be used to give almost immediate "zenithal priming." Only hassle is that you can't premix a large amount, because it will start separating and doesn't seem to want to go back together after about 4 hours.
4. Acrylic Gesso. Just started playing with this stuff, after hearing some other forums rave about it. Generally comes in black and white, and some manufacturers make grey. Brand here does make a big difference; don't skimp and get a cheap brand. I use Art Alternatives, which is apparently repackaged Golden, from a local art store, and I've heard good things about Bob Ross and some Liquitex. Stuff goes on incredibly thick, but shrinks to an amazing level. Adhesion is slightly below average, but if you don't handle your mini while painting this isn't a problem. Tooth is well above average; in fact, I love the surface so much I likely won't use anything else from now on. I've found I get better coverage from black gesso than white; the white needs to be thinned just a touch and given two coats, whereas I can do one coat of black straight from the bottle.
I've used several different spray primers, too, my favorite being the ever-popular Duplicolor Automotive Sandable Primer. I hope this info helps!