Get Fresh Start for primer and do it either way. Me, I would install it first, most would not.

Do you recommend Fresh Start Latex all purpose primer on the new wood? Or do I need to consider Oil based? I know it is an age old discussion. I am hoping to avoid oil based, but it seems it is maybe the better choice.

It might be the better choice, but again, for me,I would use the latex, most would not.

I installed what seemed like miles of window and door trim, baseboard, and shoe mold a few years ago. I painted before installation. I lightly sanded the bare wood, primed with Kilz primer, lightly sanded again, painted one coat, lightly sanded again, and applied a second coat. Poplar trim is a nappy wood, thus the grain raised after each application, requiring the light sanding between coats.

At the time, Kilz was the only primer I was used to, but Christoper recommends the Fresh Start a lot. May have to try that in the future.

After installation and caulking the nail holes, mitered joints, etc, I touched up the paint.

Painting before installation is much faster, eliminates taping, floor protection, etc.

Like I said, most would not.(:-)

If I install the trim and paint after, would you recommend caulking all the seams on an arts and crafts style window trim? I am going to pick up my Fresh Start primer and we are starting today. It looks like we may install it all first and paint after. It is getting cold here and painting trim in the unheated garage is probably not a good idea anyway.

We just finished putting up the trim on our first window. Is any wood filler appropriate for filling the nail holes before we paint? What grit sand paper should I use after the first coat of primer. Thanks for all the help!

wood filler, yes
220 grit paper