I have used a local "no name" primer from a Construction / Household store that got the job done, and I have used the GW primer (both black and white).
The no-name primer was decent and was half the price of the GW one, so I was satisfied to a certain extent, but as I got better in painting I stuck to the GW one since it was a bit better quality. But, I have to say, I would also be interested in hearing if there are many primers out there that are better than the GW ones.
I find the GW ones to have a good level of quality, and they definitely get the job done, but here in Europe, they tend to be a bit expensive. But quality wise, they are really not so bad, the price is a bit inflated though.