Stormwind: I have not used anything but white primer in probably 10 years. This is what I always say to people who ask...
1.) You start with black primer as a beginner, so that you already have your contrast built in off the get go. This makes for a darker miniature, but much easier to shade.
2.) Once you're comfortable and feel like you need a little more control over the shadows you go with gray primer. This is a good middle-of-the-line tone that still gets dark in the crevices, but a dark that isn't so overpoweringly dark.
3.) After you've decided that black and gray still don't give you the control you need you move to white primer. White primer is the hardest to deal with because you have NO shadows or contrast, this all must be done by you, the painter. Some consider black-lining, I go the wash route and then black-line if I need to really darken an area.
As far as my washes... invariably I will throw a black wash on there. So take the Liche Priest's energy vortex... I painted it green to start, then washed it black to get depth and contrast. Then I built back up using the same colors I started with all the way up to an off-white. That's how I do my washes... lay it down thick, but make sure it doesn't pool, then build back up. It's an easy way to shade but it requires a bit of finesse that just takes good honest practice.
Sound good?