I haven't got around to buying an
airbrush yet so still the tried and tested brush with acrylics.
Now I'm no expert, but from experience, prime (halfords rattlecan works fine for me), you can get away with small pieces unprimed but not larger parts, the main colour just doesn't stick well.
I tried pre-shading and with thinned paints I think it has some effect but not as obvious as some of the examples on here with an air-brush. If you don't thin, pre-shading has no or at best a very limited effect. However, if you thin with more water to paint for different coats, again it has some limited effect.
You could always buy a cheap and cheerful kit and try on that first?