I'm not sure if anyone will ever see this, but I'm throwing out what I've figured out about miniature priming out there in case it's useful to anyone else.
For years, I would use the standard aerosol primers from Citadel, Foundry, and a few other companies, and overall it was okay, but annoying in places. If you look carefully at some primed figures, you'll see a roughness of texture that isn't the detail of the figure but how the primer dried. This in turn may be caused by poor technique while applying it, atmospheric conditions, or other issues, but I found something I prefer far more.
Plain old acrylic gesso makes for a superb miniature primer. It's something like a mix of acrylic binder, glue, and a strong pigment, very thick in comparison to most miniature paints, though I've never noticed any of the pigment grains distorting the priming surface. It has a few peculiar properties which make it surprisingly good.
Foremost is that it shrinks as it dries--out of the bottle it's quite thick, but it can be immediately brushed onto a miniature with no watering whatsoever and result in a good priming coat. I've found that it's a little too thick to get into the details straight from the bottle, so I tend to add just a little water to thin it, though this tends to accentuate the minor downside of its shrinkage: it tends to pull away from ridges or out of areas where it wasn't thick enough. As a result, gesso priming usually requires two passes. I've read that it should be allowed to dry for at least 24 hours before painting; I'm not sure how accurate that is, but I wait it out, though I might do a second pass early if the unprimed spots become obvious.
Secondly, the actual dried layer of gesso is neatly uniform and pulls nicely into details. It seems less prone to obliterating them than aerosol primers.
Third, it doesn't outgas horrible fumes. No need to find a well ventilated area to apply it in.
Finally, it's not quite as "thirsty" as aerosol primers are, though I've yet to see an issue with the paint not adhering. If you've worked with washes, you may have tried and been dismayed at the failure of washing a freshly primed figure--the primer layer tends to negate any levelling of the wash and simply uniformly color the figure. Gesso priming allows for this technique, if you like. I've found even thinned paints will tend to spread out much more than I'd like, making it difficult to control layers until there's enough paint down to suppress that flow.
Other things worth noting: it's more time consuming to apply, but it's far cheaper than the aerosols.