do you want to leave the grain pattern, or do you want the pieces smooth? if smooth, you need to use some filler, then some high build primer to get it smooth. be sure to sand it before paint, use 80 grit. if leaving the grain, just sand it with 80 then spray it.
use 400 grit in between coats. and 600 or 1000 in between the clear. then wetsand with 2000 (i think) when you are done with clear IF you want more shine.