Listen, what you REALLY need is SANDING SEALER. KILZ is mainly designed to cover up color on walls when you need to paint said wall a lighter color(example - to paint a red wall with white paint, you put on some kilz first, then paint with white. otherwise you'll get a pink wall.) Sanding Sealer is designed for wood - it seals up the grain and after some sanding after 2-3 coats you get an amazingly smooth finish. I believe it seals the wood better than kilz.
Steps you should take, sand the surface to get a generally smooth surface. Apply 2-3 coats of sanding sealer(comes in a big red/white gallon can at woodworking shop) then sand with 400 to get really really smooth finish. you'll go through a lot of rolls. What the sealer does is fill up the grain without adding a lot of thickness to wood, like paint could do.
Then ROLL on paint with a very fine high grade roller(not a long, furry one like for your living room wall). Some people use an air-gun to spray on the finish, and I hear that is good too. In any case you should use high gloss paint.
Trust me - check out the cab i just finished on my website(link on the left there). The reflections are awesome without being like the epoxy paints on cars(that might be a little too reflective) real woodworkers will agree that this is the correct way to seal up the wood and fill in the grain. You spent a bit of time building the thing, might as well do the finish right. ask your local woodworker guy.
If you're skeptical(and I was when I first started many years ago), take a piece of scrap and take the time to try different finishing methods on it. Pick the one you like the best. Good luck and post some pics when you get done
