I prime if I've done alot of extra scratch work or used alot of A.M. to give the kit a uniform starting point for painting. As for the dusty paint, you are right it is from the paint drying before it hits the model, but too high of airpressure can also cause this so keep that in mind as well. I usually paint around 8 psi but I've heard other people paint at around 14 psi. I never paint above 15. As for the glue, as long as it isn't melting the plastic it should clean up easily enough. I actually use MEK for model cement. It is alot cheaper than everything else and works just like Tamiya "extra thin". I bought a can of it about 3 years ago for about 5 bucks and still have 80% of it left. I fill up old empty Tamiya "extra thin" bottles that I wisely decided to keep after they were empty. I just fill them up when they get empty and move on. Make sure there is plenty of ventilation and don't leave the top off. Use it and put the top right back on. This prevents the fumes and also MEK evaporates quickly just like Tamiya "extra thin".
Roy