As an ex GW staff member I echo the advise on undercoating the models, in fact I would prime all models. If it was me doing Ultramarines, I would actually use Halfords grey plastic primer. I would use white primer for white and brightly coloured models and black primer for black or really dark coloured models .
As advised, paint the miniatures with 2 or 3 coats of slightly thinned base colour but for vehicles I would advise spraying with an airbrush if you have one. GW do a spray gun, (as oppose to a normal airbrush) for not a huge amount of money and this can be used to spray on the base colour on both the miniatures and vehicles (the paint would need to be thinned first).
As its summer, GW stores will be running all sorts of events. If your near one see if you can take him down, the staff there can help with learning painting and gaming.
thanks
Mike