For primer on wallboard, I like like oil base as it absorbs into the paper and gypsum forming a tighter bond for the paper to gypsum. Especially with oil base I do not want an air tight surface so moisture does not become an issue between the topcoat and the oil base surface, so I never go for complete a complete seal, as you would get with a heavy coat or two light coats. I lay on a light but even coat, you should be able to see seams pencil marks etc easily. With Killz primer, I thin it down a bit and use a low nap roller, straight from the can it is to thick. Killz is a good choice, as other oil primers can get rather expensive, and no better. Would not worry if you applied it heavy, as it is an interior, the moisture issue is primarily with exterior painting. As to the topcoat, I assume your using latex, I find it easier to do two light coat, again with low nap roller, which are getting harder to find. With the topcoat, apply one full coat with a brush (older the better, as the split ends of a well used brush give the best coverage) for the trim, let dry, then the rolling goes very quick. Primarily I use low nap rollers, as high naps leave to much paint on the wall, twice the work to make sure you get full cover with one coat, lastly it much harder to make the roller marks disappear with high naps/heavy coat.
