I read a restoration publication quite a few years back where they did a comparative test of the long term benefits of epoxy primer and weld through primers. They concluded that epoxy offered better long term protection against rust re-occuring, and I have been using epoxy ever since. Granted, either one will give better protection than none at all, so I don't think one could find too much fault with using either.
I have been using the epoxy primer, and any panels that are overlapped, pinch welded, etc together, I like applying EP
at a minimum to the areas between the panels being welded and also areas that are inaccessible later (like inside rockers). I usually will prep the outer (or more accessible for welding) panel with plug weld holes, and use a modified drill bit the same size as the plug weld holes to clean out the bottom of the hole on the adjacent panel. The modified bit is made by flattening and backfacing using a 3" roloc sander, making it look similar to a milling bit. I think I used a 120 grit disc. Because of the flat, it tends not to cut into the metal but does a good job of cleaning off the paint in prep for welding the panels together.
I think one thing to keep in mind using either of the two primers, be sure to observe the cure time for maximum resistance to the heat from welding.