I use 2 types of primer.
For my Ulthwe Eldar I use GW Black, it's expensive, but when I'm using that as my main base color, it's the darkest black I have seen. I also touch up the uncovered areas with the Imperial Black Primer
For my guardsmen I use a mix of Army Primer and GW. Just started using AP but I like it so far.
The GW stuff can get expensive, but I feel it's worth it. I just finished my first GW black primer that I bought a year ago (almost to the day) and that had primed about 1250 points of guard, 500 points of eldar, and 250 points of Wood Elves, 2000 points worth of models primed with 1 $15 can, worth it IMO