When someone "primes" something, its no more than just taking a $1.99 can of spray paint found at any automotive shop, and spraying it over the areas you wish to have painted.
This is why you see so many beaters driving around daily with primer 'd parts... its really a no-brainier
... bodyshops usually have an industrial grade of primer that is much thicker and dries faster than the stuff you would normally buy at your local improvement center. Either way - the cost is sill next to nothing.
Whether you primer the parts yourself, get the parts sent to you as pre-primered; your bodyshop will usually re-primer the parts after test-fitting them to your car and making the necessary modifications so it all fits correctly.
It's not just your imagination...
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