as was stated, just go through the grits without skipping too many at a time (ie, DO: 200, 400, 600, 800, 1000, strop. DONT:200, 800, strop). if you skip too many grits at once then you will leave scratches from the last grit, unless you spend a ton of time working at the high grit.
i suggest green rouge for quick cutting and a fine finish, but if you don't have access you can use something like tripoli (found at almost any hardware store) or red rouge. if you use tripoli or rouge though you should go to a higher sandpaper grit before stropping.