If you want to actually sand out large deformities and get a fresh surface, go with 200-grit stretched across a lapping plate and work your way up to 600 wet/dry or beyond. 600 wet/dry can be had at your local Home Depot, but 1200 is a bit harder to get. Be <b>very careful</b> not to excessively grind the edges and corners of the HSF; this takes great care to avoid, even when using a lapping plate.
If you just want to polish the surface that's already there (this is probably what you want), you're better off using a fine 3M Scotch-Brite pad.
If you want to get an absolute mirror-polish surface on the HSF (where you can see forever), a company called Detail Master sells hobbyist sanding films all the way from 1800-grit up to 12000-grit. Going so far as that is a lot of work though and is generally unnecessary.
<i>I can love my fellow man...but I'm damned if I'll love yours.</i>