Really, any sufficiently light colour will work. My primer of choice is Mr. Surfacer, and over both grey and white it works beautifully. I think as long as the undercoat is smooth (which it should be anyway) and a light enough colour for the Contrast to do its thing, it'll work.
As a side note, preshading and zenithal priming work wonders with Contrast. Either prime black and then add a dusting of grey/white for "light sourcing" or prime grey and apply small amounts of black to the shaded areas (only really works by airbrush) and the "auto-shading" effect of the Contrast will be magnified. Also, if you airbrush the Contrast on, whilst it doesn't do the "Contrast thing" it will go on nice and smooth whilst retaining its translucency, which means if you're doing a big tank/monster with pre-shading it's a great way of painting it without spending ages thinning down/mixing medium into paint and having a tantrum when you didn't dilute it quite enough and end up hiding all your shading. Makes me wish they'd do it in military colours too actually, it'd be a hell of a boon for scale modellers.
"Painting with this stuff is like trying to copy the Mona Lisa using Napalm." -DuskRaider on Typhus Corrosion.
"Guns don't kill people, people kill people, but monkeys do too, if they've got a gun." -Inquisitor Edmund Izzardos, on Jokaero.
(Formerly known as Squigsquasher)