Since I'm currently printing in PLA, the only way to finish a model is to sand it. However, once this spool is done, I'm going to switch to ABS (lego plastic), which can be smoothed using acetone. With that with, the time between printing a model, and having it ready to paint will be nominal.
I'm still dialing in my printer, so the quality keeps improving. I've even printed out some printer parts to upgrade the printer itself!