I'm not sunow the professionals on here do it, but I start with 60 grit for a rough sand, than 120 grit to smooth it all out. Never built my own before, so I used 60 to get the paint off. After 120 grit I fill in any imperfections with wood filler and sand a second time with 120, than off to prime.
When priming I use 220 grit and do two coats, sanding between both.
But I'm a newby at this stuff