Winston,
As the Conte Zulu plastics are of the older 'rubbery' type plastic, they are a pain in the butt to remove any flashing. I can only recommend buting a bumper pack of Swan Mortan scalpel blades (ebay do them cheap) and changing blades often.
Once all the flashing is off, straighten out any bendy spears / rifles etc. using the hot / cold water method.
Clean the figures in warm soapy water, aggitating the figures with an old toothbrush or similar, rinse and allow to dry completely.
You'll then want to spray a primer on them. I'd recommend grey auto primer from Halfords. Halfords do a plastic primer as well, but I can't say I've noticed a huge amount of difference, and the standard primers can be bought in larger cans, therfore work out cheaper. The primer will act as a good key for the paint and it will also bring out any imperfections when trimming the excess flash off.
Give a coat of primer (outside!), allow 20 mins or so to down a coffee, then flip the figures over and spray the other side. Allow 24 hours or so, for the primer to harden.
Then, you can start to paint!
Paint choice is a personal one. I use mainly Vallejo acryllics or Games Workshop paints.
I usually work skin out, i.e. paint skin and face first, then under garments, outer garments and finally belts, equipment, weapons etc.
Get a few reasonable brushes. The Games Workshop ones are only so so. Hobbycraft have a good range. You'll need a few diddy ones: 5/0, 3/0 and the likes, plus a size 2 or 3 for larger areas.
Once you've painted the basic colours, you can choose to look at shading, washes and / or drybrushing if you feel up for it. There are loads of good how-tos on the web, so googling those phrases should bring them up.
Hope that's of some help.
Cheers
Simon