Ryan, I modified your script to use INT temp tables, instead of BIGINT, and got almost an 18% reduction in runtime.  The following is the result of finding all primes below 100 million.

Using BIGINT for the data types doesn't seem to be needed unless you are going over 2 billion in your prime number search.

Test with INT temp tables
Checkpoint A: 250 ms
Checkpoint B: 230573 ms
Finish: 652583 ms
Number of primes Max prime   Average of primes    
---------------- ----------- -------------------- 
5761455          99999989    48461680

Test with BIGINT temp tables
Checkpoint A: 250 ms
Checkpoint B: 280590 ms
Finish: 791850 ms
Number of primes Max prime            Average of primes    
---------------- -------------------- -------------------- 
5761455          99999989             48461680