The pump will only self prime if the air has been removed from the system.
On the new pumps, the bleed screw will do the job: with the car switched off, unscrew the bleed screw until fuels start coming out; then tighten. You can also install the self-bleed mechanism: connect a short hose and tee to this bleed outlet back to the fuel return line. The air bubbles will then rise up to the return path and the pump will automatically prime.
I've never had a problem starting the car and driving to the pump with only 2 gallons (as Naj said, the fuel pump sits slightly below the fuel tank). This is also a good time to observe the functionality of the low fuel 'reserve' light on your dash instrument cluster.