To my opinion it is always best to take the functional approach,
So I create a function first to find out if the number is prime or not then use it in loop or other place as necessary.
def isprime(n):
for x in range(2,n):
if n%x == 0:
return False
return True
Then run a simple list comprehension or generator expression to get your list of prime,
[x for x in range(1,100) if isprime(x)]