I won't go into too much detail here, but one thing to note is that the quality (and cost) of materials have changed dramatically in the last 10 or so years. It used to be that I only put body filler over heavily sanded bare metal (36 grit in most cases) - then primer went over that. Now days, many folks will clean the bare metal, use a metal prep to ensure there is not surface flash rust (a source of many problems), scuff again with coarse scotchbrite, then initially coat the entire body with a modern high-quality epoxy primer. This stuff is amazing and it really seals the surface such that you then have TIME to do the body work and not have rust issues along the way.
Also, there are a variety of new DTM (direct to metal) fillers that include a rust inhibitor - they're specifically designed for bare metal. In the old days, we didn't have the variety of filler, primer and sealer choices that we have today.
Many body shops do ALL their skim coat and filler work over the epoxy primer - then they use a high-build primer on top of that - which sands extremely easily and makes blocking and final prep work SO much easier than it used to be. Almost nobody uses epoxy primer for this stage - as it is hard to sand, loads sand paper up, etc..
Then, most folks will use a sealer of some sort - prior to any color/base coats. There are many different types of sealers, with many different tint options. The types of sealers you use may be determined by what you're putting over them. Example, when I'm doing a candy paint with an initial silver undercoat, I'll use a black/dark tinted sealer as it gives more pop to the metallic undercoat.
My best recommendation is to spend some time at a professional paint store that caters to professional body shops and painters - talk to them about their different products and associated processes - you'll learn a lot and will be able to make the best choices as such.
Be prepared to spend $$$ on paint products! The costs are NOTHING like they used to be - one can easily spend $150+ on a gallon of top brand primer (ask me how I know!) - and then you have to buy the catalyst. Also, you will probably need different catalysts for different products - even from the same manufacturer. Don't try to "mix" products that aren't specifically designed to work together - isn't worth the risk.
In the end, it is the quality of the prep work, quality of the materials and how they are applied that will determine the success of the final product. There are many horror stories of folks using miss-matched products, poor prep processes, incorrect dry times, wrong temperature windows, etc . . . only to have adhesion problems and many other nightmares as a result.
Do your research and buy the best quality products you can afford.
Lastly, while I sometimes reminisce about the days of a gallon of black lacquer for $15 - the truth is that the materials today are FAR superior to anything I used 40+ years ago . . . it is not even a close comparison. BUT - you pay for it!
Good luck
B&S