I'm almost out of sandpaper and I have been sitting here reading about it. My favorite so far has been the Norton 3X the yellow stuff which is aluminum oxide. I've learned a few things just reading, like I probably sand to a finer grit than necessary. I usually sand things, before applying finish up to at least 320 and often 400. Reading today makes me think I should be stopping, for most things after 220 and start at lower grits (I have been starting with 220 most the time).
Okay that aside, I'm wonder what brand most of you more experienced woodworkers prefer. There are a lot of brands, a lot of backings. The last batch I bought was the more expensive, cloths back yellow stuff from Klingspor. Other than it didn't tear as easily as paper backed sandpaper, I don't see that it any better job than the Norton 3X.