It depends on the finish I want. But I always put a coat or two of sanding sealer on.
For a hard glossy finish I use CA (at least 6 coats if not more) finished off with Autosol and/or T-Cut
Otherwise it is friction polish and/or Microcrystalline Wax.
If its an acrylic pen then upto 12,000 grit Micro-Mesh then finished off with Autosol and/or T-Cut
But it is horses for courses everyone has their own preferred way of doing it 