Many brands of primer are available, in several different types. Each type is best suited for a specific application. For new drywall and plaster, an interior, latex-based primer is best. These clean up easily with soap and water and are very low-odor. For covering previous layers of paint or hiding stains and water damage, an oil-based primer is necessary, but cleanup is more difficult, and they often have a much stronger odor.
Very little surface preparation is needed on new plaster or drywall, as long as the original installation was done in a quality way. Look for bumps from nails or drywall screws, loose drywall tape or unsanded compound. All of these show through when the sealing primer is applied and require repair and a touchup of the primer, so fixing them before priming saves time.
Sealing primer applies just like paint, using a brush and roller, but it is almost always noticeably thicker than paint. It also dries considerably faster, sometimes in as little as 30 minutes. If multiple coats of primer are being applied, or if the top coats of paint are to be applied in the same day, this is very helpful.
Sealing primer is available anywhere paint is sold and can range in price quite a bit. It is not necessarily important to get the most expensive sealing primer, but take into account the listed drying time and coverage area on each before making a selection. Less expensive primers are usually listed to cover less square footage, or they take much longer to dry.