"when tumbling your bullets with media is it best to leave the primers in or to take them out. "
As noted, bullets don't have primers and cases couldn't care less if they are primed or not. Tumbling isn't rocket surgery, you can do it any way you wish. It matters not how I prefer to do it, you need to experiment and find what floats your boat.
"Plus what media is best for cleaning bullets?"
We normally use either cob or nut, there is no best or that would be all that's sold; who would choose to buy a bag of second best? Some guys agonise over it so much they just end up using a mixture of both, I suppose that's just to make sure
they get it "right"!
Both are used because both work. Try one and later the other, see which you prefer.