I take a radically different approach. Most people will tell you exactly what has already been stated.
However, I have found that polishing the blade as if it were finished and ready for mounting does me some favors...
I typically take the blade through 800 and then through polishing compounds on a cloth wheel, and get to a mirror polish before HT. I have found that I get much less scale and oxidation pre-quench this way, and lets me pick up with 300 or 400 post temper. Just a quick vinegar soak, scrub with a kitchen scrubbie, then on to sandpaper. Makes for post HT cleanup to be much easier.
Even if I'm going for a 600 matte finish, I'll take it out to mirror before HT. This helps both make the cleanup easier, and helps the final finish go down more smoothly with less effort.