When I was just starting out I met a professor of woodwork from San Diego who was hanging out in CR for a while. He told me that he taught his students that one way of looking at woodworking was that each operation removes the signs of the previous operation. The planer smooths out the waves from the sawmill bandsaw, the hand plane further refines the surface, and then each grade of sandpaper removes the scratches left by the earlier grits, until you can no longer see scratches. On flat surfaces you can use a scraper and skip the sandpaper entirely.
Start sanding with the finest grit that will do the job – if it takes too long, it was too fine. Once the signs of the previous operation are gone, further sanding does nothing to improve things. Brush off the dust and loose grit before changing grits. Only skip one grade at a time. With coarse woods 180 might be the last grade, with dense, fine-grained woods, 400 grit might not be too much.
The finer grits clog up fast. To clean the sandpaper you can slap it, use compressed air, or wet sand with water or some kinds of finishes, like oil or oil/poly. That makes the paper last a long time.
A beveled edge foam sanding disc in a drill or drill press at 1800-2200 rpm is a big timesaver. I’ve heard of people making a finishing belt on stationary belt sanders by taking a worn out belt and jamming the edge of a two by four to further wear it down, and then using it as a polishing belt.