[sick472]

I have done a few cars and have always used grey lacquer primer. Once the panel has had the body work 99% complete, meaning all the skim putty has been added, smoothed out, and a final thick layer of primer applied, it's then that I start the wet-sanding process (about that 400 grit mark that 67 mentioned). If I find some places that need some more skim putty then I will dry sand that work and prime, then back to wet-sanding. I suppose one could wets sand throughout the whole process, start to finish, but that's a lot of effort and mess to avoid using a mask.