I'll 2nd the Vallejo recommendation. With the humidity where I am, I brush on Vallejo 95% of the time, for all but terrain pieces. I generally use black, but I have their light grey primer and it works fine too. I apply one thicker layer and let it dry for about 24 hours, and then touch up missed spots. It shrinks a good deal, which is a great quality for a primer.
For rattle cans, the Tamiya gray primer is the best I've ever used, but it's on the pricey side. I used it exclusively before trying the Vallejo brush on primer and never looking back.