1. If you're going to prime before gluing the pieces together, my suggestion is to clip them off the sprues first and file down the edges before doing so. Even if you file down what's "file-able" on the sprue, you're going to miss the spots where they actually need to be clipped. So my suggestion would be to clip and file them first.
2. True, grey primer can be hard to tell apart when the sprues themselves are already grey. I'd say use either Black or White, depending on the color scheme you're going with. If the majority of the model is a dark shade of color, go with black, and if not, then use white. Otherwise, you can't really go wrong either way.
Good luck!