I have read tons of people saying the have had luck using auto primer, Krylon from Wal-Mart, and a host of others. I decided to try out one of these alternatives. The one I chose to test was QUICK COLOR from Home Depot. At $1 a can I figured I didn't have much to lose.
So far I have had very good luck with the black QUICK COLOR paint. I have used it on Chaos Space Marine guns and backpacks as well as all of my scenery. It has a nice matte finish and paint takes to it very nicely. The white is another story.
I primed a fantasy Orc for my wife to paint with the white and it was not up to par with the GW primer. It had a bit of a glossy sheen to it and paint just did not stick as well. I think it would be best for priming terrain instead of miniatures.
Final verdict -
Black QUICK COLOR - PassWhite QUICK COLOR - Fail