I love using a primer/basecoat other than black or white. Don't get me wrong, they have their place in painting, but I think when you step outside those two colors, you open a whole new world of color schemes and effects.
It's not often that I get to do this.
In fact, I've only done it once before with my Lustwing army.
I am fortunate that my Custodes client was willing to let me prime/basecoat his guys with a darker brown instead of black. With the majority of the model being gold, the brown undercolor helps keep the gold rich in color and keeps it from looking the way some colors can when painted over black.
I've found that allowing some of the undercolor to show through in places also helps tie the model together and can make a whole squad look uniform in appearance.
I would say to stick with darker shades of colors though, nothing too bright since you're most likely going to leave the color showing through the recesses and such.
UPDATE: Since this post is fairly old, I thought I might add a few more links to help expand on the material covered in this post:
Priming with something other than black and white
Priming: Things to consider
Priming: The actual process I use on my models
