I'm with Al. I usually sand to 400 grit and find that under a finish you can't really tell the difference. Lately I've been sanding to 600 grit. Not because it improves the look but because it seems to take less finish to get the same final results. As Al said some woods simply need higher sanding. Only experience will tell. Most of the problems I see on new turners work is simply not sanding completely with the lower grits. You have to learn to see tearout, deep scratches and other defects and get rid of those before you step up to the next grit. Look very closely. Each grit should have a very even appearance everywhere. By that I mean you should only see sanding scratches of the same size. If you see a dull or uneven colored area that is a place that hasn't been sanded enough. Stop the lathe and hand sand that area. Then step up in grit and look closely again. Usually once you get the whole piece to have the same scratch pattern with the first couple of grits then you can sand through the rest of the grits with little effort.