From all of my experiences, anytime I'm painting new drywall I always prime the entire sheet, sometimes twice. A nice coat of primer will make painting alot easier and allow a more even coat. On my new drywall I just put up in the kitchen, I did two coats of primer and then two coats of paint. Perhaps a bit excessive, but it really looks great.
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Prime everything. Keep in mind that you will need to sand the wall after priming to smooth it prior to painting. The sanding of the paper will raise fuzz that will be "frozen" by the primer makiing it easier to sand off.