SANDPAPER
For the initial sanding down, I used 800 grit, then, after each coat of primer was applied, I gave it a light 'key' with some 1200 grit. I did NO sanding between the coats of colour, JUST between the coats of primer.
Hope that helps!! 
You're better off with wet and dry paper.
I don't know anyone who rubs down between primer coats, should be smooth before you start painting anything.
It's all in the prep.
If you can find 2000grit with a bucket of Fairy liquid for final rub down you will be laughing.