Priming cedar trim

I'm about to paint rough cedar window trim for the first time and have been advised to use an oil-based primer first, even though the final coat will be latex. Any basis for this? How critical? Any substitutes?
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Oil primer is always the best, latex will last longer for paint. With cedars oil content the oil primer will prevent bleed through. But staining cedar is the recomended way, stain wont peel over the years, and scraping soft, rough cedar is a nightmare, you often end up with gouged wood.
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