To get the best color performance from your paint, use a tinted primer first. Usually available in three shades, gray-tinted primer produces deeper results than either white primer or primer that has been tinted to the base color. It's great under bright colors, because it insures coverage and improves "hide" with fewer coats.
For more on painting, consider:
Bob Vila Radio: Paint Primer
How To: Paint EVERYTHING
Bob Vila's Top 12 Painting Tips