What exactly are you spraying?
Always start with a low grade, wheels (80, 160,320) then get higher and finish on about 1200 BEFORE primer.
Other things such as plastics start on about 600,800 etc.
Always start dry then wet
After each coat of primer (wait about 20 mins), get 2000grade with some water and lightly sand, not hard but enough pressure to take uneven areas off.
Then apply paint, I never sand after paint as it simply dulls the paint however I have heard people use cutting compound with really really high grade if you are not lacquering however if you are I wouldn't sand after the colour.