What exactly are you doing. I will try to give a brief overview of the some of the different terms and types of primers.
an epoxy primer when cured seals the surface and adheres well to sanded baremetal. These are typically hard to sand and don't have a lot of fill for filling in deep scratches or blocking bodywork areas straight. These will have 2 parts the primer and activator
A urethane primer is also 2 parts. Most of these are easy sanding and have 2 parts, the primer and activator. They have some build to them for filling in sanding scratches and on bodywork areas for blocking out with a sanding block to get things straighter. These are porous though, unlike the epoxy primers. They also don't stick quite as well to baremetal as epoxys which are sort of like a glue I guess you could say, or self etch which bites into the metal.
A wash primer or self etching primer has an acid base, and are only typically used on bare metal to etch the surface and take care of surface rust. These are usually very thin, and cannot be painted over and will need another primer over the top of them. It is normally not recommended to use bodyfiller over or under them.
A polyester primer has high build and is basically like a body filler in a can. These come with tubes of hardener instead of a liquid activator like urethanes and epoxy. Many use these instead of a urethane primer if they need a bit of fill and blocking out. I don't personally have much experience with these.
A lacquer primer dries fast and sands easily and has some fill, but pretty much not by most professionals today. It is not activated and cures by air drying instead of chemically. They tend to shrink a bit over time. It was not uncommon to get rings around body repair areas after a car was painted if a lacquer primer was used and not left to sit for quite awhile before sanding and painting. A lacquer primer also does not stick quite as well to baremetal, but it use to be done often when they were still used a lot. Some of the basecoats today don't list lacquer primer as an undercoat, but I've used it before on a cheapy job.
A sealer is basically like a primer that is reduced more, and many are non sanding. In fact many primers you can reduce and use as a sealer. Epoxy primers can also be used as a sealer. These are normally used just prior to painting to seal to help provent potential problems between the old surface and the new surface you are applying, or to get the car all one even color close to what you are painting to help with faster coverage of the color coats. They have these in both ready to spray 1k products and 2k which will be activated. If you have primed and sanded the whole car with a 2k urethane primer, there would be really no reason to seal, but you may want to pick a color of primer that will be easiest for you to cover when it comes time to paint.
I usually use about one coat of epoxy on bare metal, and then apply a urethane 2k primer over that, for the sanding and filling propertys. If you are priming over factory catalyzed clear, you won't really need to apply an epoxy over it, and can go right to your fill primer, or just sand it and paint over it if it is in good shape, or seal the car prior to paint. It really depends on what you have to do and the shape its in. I am sure if I screwed up on something, someone will correct me.
Make sure whatever you are thinking of using, read the tech sheets for the products. All companys may be somewhat different and have different precautions.
Tell us more about what you are working with and doing, and the intelligent guys on here may be able to give you better reccommendations.