Noseoil,
I actually tend to agree with Walter on this one, no wood finish looks perfect. That being said, for oily hard woods like Bocote, I sand up to about 1000 grit then I shellac it. Once the shellac is cured, I use 000 steel wool to buff essentially all of the shellac off. This step just seals in any pores. Then I finish with renaissance wax buffed in with 000 steel wool. Gives it a nice warm glow that brings out wood like Bocote nicely I think.