If you are going over bare metal, I would start with a self- etching primer. If you need to fill in small imperfections or wavy metal, follow it up with a few coats of sandable primer.
I borrowed a friend’s media blaster and intend to use some aluminum oxide to clean up the inner fenders and other places so I guess self-etching is the way to go. Is one brand better than others?
No. Without a good topcoat, it WILL come through. Spraycan primer with real paint over top is pretty good, I've seen a couple redneck showcar paint jobs done like that.