I'm with Shedman
Clean off sprue & mold lines, wash in hot detergenty water, convert
, base coat (black for mettalic types or scary stuff - white to use inks), then paint or ink, then varnish if so desired (gloss or spot-gloss for metal or plasti-armour - matt for rest), then apply basing materials etc.
I find that a matt black undercoat will dry-brush up well with whites & then inks; or just a range of metallic colours (GW Boltgun, then Chainmail, then Shining Silver) - for big walkers other metals (Brass, Gold, Coppers) work well to pick out details or different specialist parts. Or if it's something in a white plasti-armour then starting off with a white undercoat helps, building up from mid-greys, through lighter grey to white to a white highlight with a hint of light blue in it works well.
Contrasting windshields or visors also works v.well - its a Battletech painting technique. So my Brigade Models Neo-Sov Stalin Assault suits were glued to bases, sprayed white, washed in a Soviet Factory Green (except for the face plates which were left white) which picked out the great detail. I then used a thin dark red ink wash on the face plates and painted the weapons black & touched them up with a light dry-brush of silver. I then put sculpted polyfilla on the bases (which were 2mm pre-cut MDF from East Riding Minaitures) and washed the whole base with a series of coats of very diluted GW Graveyard Earth (dry between coats or it can go very soggy) in patches to give texture. I then matt varnished the whole lot but dont spray (it can all go horribly wrong!) NB: I paint the edges of the base Graveyard Earth or sometimes Black but at full paint strength. Then when it's all dry, stick on grass flock with PVA.
Obviously, you can create different terrain effects quite easily - painting the MDF base with a dark earth or rock colour, then gloss varnishing it, then glueing sand and lichen and a few small pebbles (rocks) on can create a marshy type look - like the Sith Lord featured elsewhere on this site (I think it was Gordons?).
My Imperial Guard are all based on blue-grey (I thinks it's a GW colour called spacewolf grey or some such) polyfilla, with added black painted piles of rocks/rubble, all heavily dry-brushed light grey, then white with GW Snow glued on using PVA to create that Arctic combat feel brrrrr!