I've used all the primers listed, but for black primer, I just keep going back the GW black primer. I don't know why, but that stuff works the best for me. Some other people have had problems with it, but I've never had an issue.
For Grey primer, the Krylon stuff works great. And with Army Painter's Dragon Red and Demonic Yellow, those work well too. (Although for yellow, you need to base the model white for the best effect, and I prefer a black undercoat for the Red.)

The biggest problem for priming (from my experience in Texas) is the weather. The tips John listed are absolutely useful. Never prime outside in Texas when it's humid. If you do, bring the models in quickly and put them in a place with good ventilation. If you have access to a fume hood, you're probably working in a lab, but you should use it.