I go up to 2500, and then clean/prep surface with OMS, and finally apply spar urethane. The reason why i don't use 3000 is 'cause i can't find any 3000 grit sandpaper here in my Country (I am not from USA).
I usually use 400, 600, 1000, 1500, 2000, 2500. Sometimes i meet headlights with paint...