I personally feel spraying is better, but that's an opinion. Depends on the size of the job.
You will be investing time and money on texturing, so do some homework first.
Prime before texture equalizes both porosity and surface texture differences. It provides a base that equalizes the absorbsion rate variations between the drywall face paper and the finished joint compound when painted, delivering a uniform finish coat. This ensures that no areas of texture will fail prematurely.
When texture comes off in sheets, it is because of dust under or no primer.
When doing knockdown un-primed, the texture dries at different speeds, creating a different texture as you drag a blade over it. You will see the difference.
The U.S. Gypsum Association, (a member probably made your wallboard and mud you are using) requires you to prime before texturing with a water based product. (A.2.3)
Their warranty against ceiling sag requires a prime before texture (A.2.4)
(A.4.3) prime before painting final
(A.4.3.1) prime prior to texturing, again
If your ceiling texture (whichever style) fails, and you didn't prime before texturing, you lost your manufacture's warranty.
http://www.gypsum.org/pdf/GA-216-07.pdf Be safe, G