I prefer to use epoxy primer instead of weld through. IMO a catalyzed primer is going to offer better long term rust protection than anything out of a spray can. As Eric stated, I also clean the paint out of the plug weld hole using a flattened drill bit. After spot/plug welds are complete flood the area with epoxy to seal. Here's a sample of how I did a seam on a lift gate, using HOK epoxy primer..