If its new drywall than Yes. The board is porus and you will have to put a few extra coats of finish paint on it. If not, than no primer. Unless you are going from like dark red to white, then primer. I would roll it as well. Spray is a mess and hard to get perfect.
make sure your drywall is finished out, and sanded well, then roll it... primer than top coat interior/exterior gloss white... buy more paint and primer than you need, take what is not used back. dont go crazy on the high dollar material. just middle of the road pricing. same shit for walls and ceiling.