I'm an admitted snob when it comes to painted finishes. Covering up the grain and doing it properly, is meticulous, time consuming work. One of the best products is Swedish Putty. One source is here:

http://www.finepaintsofeurope.com/store/pc/viewPrd.asp?idproduct=89

Most DIYer's lack the commitment and patience to do it properly.

Personally, I like the look of painted oak. I also HATE when people paint woodwork with any type of roller. IMO, woodwork and case goods should be sprayed or brushed. I cringe when I see roller stipple on woodwork and cabinetry.

And by the way, cabinet companies that offer painted oak in their portfolios, do not fill the grain before painting. Visit some local showrooms and look at samples of painted oak. You might be surprised and like the grain texture.

The beauty of the oak grain is that if you're applying by brushing, the grain texture masks brush strokes.

If you don't want the grain, DO NOT use high build primers or lay paint on thick to fill the grain. You'll end up with a sloppy looking, unprofessional looking finish.