Use 800~1200 grit to clean up before primering. Sand with 2000 or higher when the primer is dry. Then your color coat.
Around 70% of wet 'paint' is actually solvent, so unless you *pour* the paint on you shouldn't lose much detail. Let the paint breath for around 5-15 minutes between each coat and try not to paint too heavily. One thing that I used to muck up with is when I saw the paint wet I would think that it is too thick and it will lose detail. But, giving it a night to dry, the paint really 'hugs' the model and not much, if any, detail was lost. Even if you overdid it, you can always sand it down a little.
One other thing, primers have 3 main functions: 1. to change the base color. 2. To check up on the surface,(sanding marks, inperfections etc.) 3. To help the paint 'stick' better and more evenly.
So, I prime most of my parts.