Should I prime my walls before painting?

I was planning on using behr premium plus ultra so I didnt have to prime the whole inside of my house (we recently bought a house and the ENTIRE inside needs painting) the people that lived there before had pets and let them pee/poo in the house so we are also trying to kill the smell. Someone recommended that I use kilz primer and sealer to keep out the smell as well then use regular behr paint. Would you recommend this as well?