I used Krylon sandable white primer for everything except the body of a kit...don't know what's happening to you COSMO, as it works just fine for me...
But I highly recommend it, it's only $2.50 or so for a 12 ounce can. Goes on a little thick though.
For kit bodies I desire a smoother finish so I use either Tamiya white primer (make sure to use the white the grey is a coarser grain) or Mr. Surfacer 1000..