I have just been using a roller.  I didn't sand at all between coats.  My 
biggest problem was always that I would get small pin holes in the primer and I 
had to sand through most of it to get to the bottom of the pin holes.  I 
finally concluded that the pin holes were from the small bubbles that you get 
in the primer.  I found that just before the last coat you can sand very 
quickly with 150 paper just to break the tops of the bubbles.  Then do the last 
coat a little watered down.  The primer flows into the pin holes and fills them 
up pretty good.  If you don't sand at all you never break the tops of the 
bubbles and the pin holes never get filled. 

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