Ditto on the prewashing and the patience. Messing up a miniature because you were in a rush is one of the nastiest feelings ever.
I use Citadel Primer and Paint, but also have some highly pigmented artist grade acrylic paints in black and white (which I need a lot more of). Citadel sealant is also pretty good. I always seal matte and never gloss (unless it's supposed to look like shiny metal or something wet), but that is a personal preference. You can use black or white primer. Some swear by the one, some by the other. I lean towards black, personally, because it usually looks less bad if I miss a hard to reach corner. Unless the mini happens to be wearing white, of course. Either way, really really remember to shake up your primer and your sealant, that reduces the odds of unsightly blotches. And don't spray when it's really humid, no good will come of it.
I know it's tempting as heck, but stay away from Sharpies or marker pens in general. They will not adhere to an unprimered surface, and on a primered surface it winds up being really, really streaky, plus you will gunk up the pens beyond repair. I have, however, on occasion used a very fine brush marker to do the eyes. But that is really the only thing I'd ever use them for.
Other hints: Water down your paint, and do lots and lots of layers. That way, you never get the blurred features that some Heroclix miniatures get. Start with the dark areas of your mini, and then gradually do the lighter ones. Mix the colours you need if you can, that way you will have to buy a lot less colours, but make sure you don't run out of your special blended colour, because you will probably never manage to recreate it again. I like to mix small batches of paint on a white ceramic tile, because it is really easy to clean up afterwards. If you want to get really fancy, you can try your hand at highlighting, drybrushing or inking, but to be honest, you will probably be glad to survive painting your first few minis at all, and if you don't seal your mini right away, you can always come back and do those things when you feel more confident.
If I was to try to paint a set of Proletariats now, and owned absolutely none of the materials and was buying my prefered brand, I'd pay around 24 bucks for paint (red, green, black, yellow, white and brown), 33 for primer and sealant and another 15-18 bucks to buy myself a few decent brushes (I think a fine detail brush will be mandatory to paint the star on Proletatrats face). So you'd be looking at a 75 dollar damage there to paint all the Proletariats, but obviously the materials would last for a lot more miniatures than that. You can probably get through all the minis on one can of primer, if you spray a bunch of them at the same time.