This is less about 3D printing and more about “what material will adhear to the layer before it?” For example, using both water and oil based products is generally not a great idea. If want to use both then a layer of sealer will help.

How you want to apply the paint (eg air brush vs bristle brush) will greatly impact which paints and finishes you can choose. It will also greatly impact your final finish/look.

In most cases no need to “seal” paint. In fact, depending on the type of paint it might be a sealer itself. A sealer can protect the paint below it from say UV light or water. A sealer can help you achieve a higher gloss finish. However, the paint itself might already be durable, UV stable, and have the sheen you want.

The question isn’t which store sells better paint, it’s what kind of paint do you want to use? After that the choice of store is largely a question of who carries that type of paint with an added wrinkle or brand variation. For example, you’re not going to find miniature airbrush paint at a big box store and you’re probably not going to find automotive paint at either.