Depends on what is more important to you; training or winning games. If you want to win as many games as quickly as possible (or get your guy in the NT), go for primaries first. The thing is, training secondaries goes very slow when the trainees are older, and if you've promoted in the meantime you dont want to train your guys out of position because it makes your team weaker.
If you want the optimal training, you should do secondaries first. However, then they become useful for games later in their career. So, what I do is I mix it. I try to train secondaries when I can, when I got 2 easy games or ones that I can't win. If I got tough games I train primaries. I've beem thinkong about getting 1 different trainee (1 guard when you train 2 C's), which you can play in 1 game you need to win when you train secondaries.