I marinate them in worchestershire sauce and lemon juice...

I usually just hit them with a scotchbrite pad and clean them with alcohol. I have been known to use beeswax tack cloths to remove dust before laying down primer and paint, but it usually isn't necessary. I had a phase where I wanted everything perfect.

If there is a seam that will show, I use Bondo Spot Putty to fill and sand. It is easy to use, available at Walmart or any automotive shop, and dries fast.

Next comes lacquer primer. I don't usually need high build for a plastic cone, but if it's all I've got I use it. I have to use lacquer primer cause it dries fast. If I have to wait very long for slower drying primers, I get out of the mood to sand. Ok, I never really get in the mood, but I get into a tolerable sanding zone.

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I love sanding.