I found what works best for me.
I use normal indoor primer, the kind you have to brush on. Then sand between each coat, make sure you use several coats. Then I use the krylon glossy spray paint to finish it off with a couple coats, do not sand between coats for the spray paint. The finish looks beautiful.
If you paint the whole thing with brushes it looks terrible, but if you try to paint the whole thing with spray cans it takes two dozen cans and costs a fortune. I find a mix of the two is a great medium.
You can use rollers or foam brushes instead of spray paint, but then you need to use semi-gloss instead of glossy, because the finish will not be as nice.
I once bought a spray painting setup, the kind you hook to an air compressor. It saves alot of money over the krylon spray paint, but it makes such a mess that I switched back.