Various Abrasives other than sandpaper are often used for finishing and polishing.
Rather than regular steel wool, you can get stainless steel wool that will not leave little fibers behind to rust. The nylon pads used in the kitchen are good applicators where you need a little abrasion, and you can get it in various grits just like sandpaper. Fine polishing is done with abrasive creams or powders on soft cloths. Use what works best for the project at hand.