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For wood, i dont think theres much in the way of comparison between the 2. Both result in smoother pieces sure, but the steel wool, the finer stuff at least, has more of a burnishing action as opposed to the abrasion given by the sandpaper. Course, in a material like the plastic you were using the steel wool would have an abrasion effect, not so much on a piece of maple though. There is some abrasion going on, but a lot more burnishing
 

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I'd see the use of 0000 steel wool to smooth a surface after raising the grain. When someone uses a water-based stain, they may want to remove as little material as possible while flattening the surface. That said, I'd opt for burying the grain with a film finish and then sanding before following up with more coats.
Thank you for the input!
Yikes, yeah, dont do that. Keep steel wool very, very far away from water-based finishes, otherwise the wool will leave tiny flecks of steel in the wood that the water in the finish will then rust.

Actually, you could probably shorten that to "keep away from steel wool". Dont get me wrong, its handy stuff, but theres better stuff to use. Like Scotchbrite. Scotchbrite is fantastic, doesnt fall apart nearly as fast as steel wool, wont rust, isnt reactive with any finishes that ive used, just all around better to deal with. The 'abrasive' action is about the same too, theres some abrasion going on but mostly a burnishing effect, on raw wood.

If youre using this on film finishes though, a white scotchbrite pad loaded with some paste wax will leave you with a beautiful finish. Not a full gloss, not quite a satin either, just somewhere in-between. The scotchbrite has just enough abrasiveness to catch the little dust nibs and the like and take them off, but not enough to start carrying off the finish unless youre really pushing it. The wax lubricates the action, and leaves that final sheen on the finish once you buff it off. My personal favorite way of ending a shellac finish
 
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