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If you're using a spray paint meant for metal (like Rustoleum or Armor Coat) you shouldn't need to prime. If you're not using a metal-specific product then yep, I'd probably prime with a really good primer. I've got a can of Armor Coat Rust Paint here, and it says it can be used on bare or rusted metal. It does mention that the surface should be clean of grease, wax, and rust. No mention of priming. If there's any rough spots, you might want to give them a bit of a sanding with sandpaper or steel wool. Have fun!
It's probably best, but the true need may depend on what kind of metal it is and what kind of paint you are using.
Years ago when I was living at home I painted my mother's black, wrought iron handrail with latex wall paint and no primer. It was a spur of the moment kind of decision. Anyway, to my horror, something kept bleeding through so it took on a stained appearance. It looked a little like rust. Keeping things simple, I just kept painting over it repeatedly until it stopped, but I'm sure there must have been up to 8 coats in the most troublesome spots. I don't know what was worse, the repeat efforts to finish the job or the timeframe of the project from start to finish with all that extra drying time between coats!