Well there is another way, hand scrapers will produce a smooth surface without sanding. Very simple tool, just a piece of steel, a bit trickly to sharpen and needs a bit of practise to use, but the finish is second to none.
Your best of asking about them in the hand tools section, I am not an expert with them and The Slope TM is very slippy. :shock:
WW, are you making sure that you sand in the direction of the wood grain?
Even working through the grades some scratches may not be obvious until a light reflecting finish is applied, any scratches missed stand a better chance of blending in if you have sanded with the grain.