Hi OS!
I usually wet-sand before primer, I use a grit close to the primer that I plan to spray. After that I sand 1000-2000 grit between each layer of primer, paint, and gloss coat. There is not really any way around all this sanding if a glossy show-room finish is what's you're after. Check out Alex Kustov's tutorial on his website: How to Apply, Polish, and Wax Your Paint to Perfection
If your in to car-modelling, his site is a gold-mine
Happy digging!
/Daniel