I started using the Tamiya primer for two reasons. The automotive primers I bought were WalMart's store brand, and I found lately that the cans tended to clog, leaving me with nearly half a can of paint and no easy way to decant it. The other was that the Tamiya primer is very fine-grained, and for my scale models, it does produce a noticeably better result than the automotive primers, which seem to have more coarse pigments to them.
I also tried Rustoleum's metal primer for a while, years ago, but I found that a can didn't last very long, and was more expensive than the generic primers (like Walmart's). I've never gone back to Rustoleum, for toy soldiers or models; I use it now only for 1:1 projects around the house and garden.
Prost!
Brad
I should add this postscript, too...
A couple of years ago, my buddy Scott (oldtrousers, here in the forum), got me into building Maschinen Krieger kits. It's a line of science fiction subjects, armored suits and the like. Working with other MaK builders, I also picked up on using Army Painter Matte Black enamel primer. It, too, is fine-grained and covers well, and it dries rock-hard. We use it as the base for a weathering technique, in which the finished colors are applied using acrylics. Then, to replicate the chipping and scuffing of natural weathering, you take a nylon scouring pad, like an old ScotchBrite pad, and use it to scrape away paint. I can see using that primer on figures, too, because it covers so well and provides an excellent base for finished coats. It is a little pricey, though. I get mine from Hobby Bunker.