I am not a professional painter, but my understanding is that prep work is a huge part of making things turn out nicely. Sand sand and sand some more. Once the first coat is on you'll notice all the minor imperfections that weren't visible before. One way I have brought out these small marks is to wipe the stock with mineral spirits to wet it, so they will stand out more.
Once the rasp/ rough paper marks are gone, wiping with a water dampened rag will raise the grain slightly, to be sanded again with very fine paper. A tack- rag is very handy for removing ALL dust prior to the first coat, and for sanding in between.