If you have any unsightly gaps left over between glued parts, etc. you can use a two-part modeling epoxy putty, such as Knead-a-tite or Milliput, to fill them. Both can be smoothed with a wet brush or finger. Milliput is easier to find at hobby stores, though it can be pesky, since it begins to come apart like wet clay when too much water is used to work it.
When using either putty, just pinch a small amount from the two different colors of epoxy and roll them together until they are completely mixed. Pick off a small bit of the putty with a toothpick and press it into the gap you want to fill. You can then use a toothpick, a damp brush, or wet finger to smooth it into the seam. Its a bit tricky to do at first, but the results are worth it! If you need to re-create some details to match the area surrounding the seam (a dragons scales, perhaps) or fill pock marks in a figure, the toothpick or some dental picks (available at a hobby or medical supply store) can be used as fine-work tools to smooth and shape the epoxy.
The epoxy usually sets in an hour and can be primered immediately thereafter. Try to use small amounts at a time, as both as these can be rather expensive ($8-12). Steer away from hardware store 'plumber's putty' and the like, though, since they aren't made for fine detail work and smell pretty toxic!
First, affix the miniature to a small bottle, like an empty vitamin jar, with some poster tack (you know, the blue, sticky stuff). This gives you with a nice handle to turn and tilt the figure when priming and later when painting it. I prefer spray primer, as it leaves a fine coating that paints adheres to well; Floquil White Primer is the best. What color primer you use depends on your taste - white primer makes it easier to paint bright colors on a miniature, without having to undercoat them with white paint, but gray primer makes as a good neutral undercoat. Some people primer by painting the miniature with white paint, but Ive never had any luck with that method.
I recommend you make a cheap spray booth by taking a small cardboard box, laying it on its side and ripping off the top flap. Leave the bottom and side flaps on it. Always spray outdoors or in a well-ventilated garage to avoid the fumes, but dont spray when its too cold or humid outside as the primer doesnt coat well under those conditions!
Place several minis inside your box (in a row) and begin spraying. Spray from about a foot away, and sweep the can side to side, starting before the first mini and ending after the last. The spray box will help you avoid overspray as well as keep winds from blowing away your primer. To coat each side of the figure evenly, turn the bottles after each spraying, to cover the front, back, left and right side of the figures. Try to spray several light coats, rather than a single, detail-smothering one!
If you need to, hold and tilt each bottle individually to get underneath arms, etc. You may want to wear disposable or dishwashing gloves to avoid spraying yourself. Youre never going to get every part of the mini, but you can go back with some Ral Partha brush-on primer to touch up 'hard to spray' areas. Let them dry for 24 hours (preferably outdoors or in a garage- primer really stinks!)