I am assuming by your questions that you are using a base/clear paint system.
Block the primer flat. At least 400. You can do this long before the base. Use a paint cleaner, then tack. You are now pretty much finished sanding unless you let the sealer or base, or inbetween coats of the clear go too long (usually 24 hours).
Spray coverage with the sealer. Read directions and find flash time. Once it flashes, spray base by directions utilizing flash time it references. Then spray clear utilizing flash time.
If you do end up with orange peel, then sand with 1500 and buff. Otherwise, no reason to sand.