JS, 100 67
Execute this in the browser's console or nodeJS.
Short version: 69b. (it's very long to end: ~ 20 min)
for(i=2;1e6>i;i++){p=1;for(j=i;j-->2;)i%j||(p=0);p&&console.log(i)}
Faster version, 100b (ends in ~ 1 min)
p=[];for(i=2;1E6>i;i++)for(t=0,j=i;1E6>j;j+=i)t&&(p[j]=1),t=1;for(i=2;1E6>i;i++)p[i]||console.log(i)