For most repairs on painted trim, I just use drywall compound. You can use wood filler, Bondo or Ready Patch if you want the repairs to be hard, but keep in mind these products are hard to sand. Drywall compound, especially if you use the lightweight stuff, is very easy to sand and you can sculpt the repairs to the contours of your wood fairly easily with a sanding sponge. You don't really need to prime the repairs or nail holes that you filled, but you will need to double coat over the repairs to keep them from flashing through the topcoat.

What a great tip, paintguy. I thought you had to match the repair product to the material. But when you think about it, trim work is mostly decorative, so the filler only has to be strong enough to support the paint that goes on top of it.