Global Scale Modeller

If you use a finishing cloth before you start weathering is it better to go as fine as possible or is there an all rounder you can use?

I have a set of micromesh pads that go down to 12000 grit, it all depends on the build though, armour i don't bother, planes i make sure to take off any lumps and bumps as i go with an Ultimate buffer, cars, don't ask!