If you use superglue as an assembly glue and filler, which I do, try sanding after about an hour of applying it. By that time, it should be hard enough to sand, but still not like concrete. I've heard about using baking soda with it, but never tried it, since the viscosity of the gap-filling type seems good enough.
I've been using Zap-a-Gap gap filling CA instead of liquid or tube glues for several years, and used to let it dry overnight. Now, I've discovered you don't have to wait that long.
The regular thin Zap superglue seems (to me) too thin to do much good, but the gap filling stuff (green label) is just right.
Like Bick, I don't usually go coarser than 320 grit, and for most builds, there's no need to go beyond 600 grit--unless you're polishing up to do a natural metal finish.