I've actually used Zinc primer, a sub-case of what Stu3d suggests, and it works really well. It's also pretty thick which means that it almost eliminates print lines. However, if you want dimensional accuracy it's not the way to go because even with sanding it down, I haven't been able to get good results in that respect.
Also, bear in mind that assembled parts will cause the paint to flake off. Primer helps in that respect but even then you might get flaking later on because of vibration and such.