Here's a quick video I shot of a dual-action sander, which can be set to rotary mode for heavy sanding/grinding and random orbit for finer finishing.

The fellow with the sander is Todd Pudvar, a Festool consultant and part owner of Prep to Finish, a paint industry training program for vocational students and contractors. I bought one of these sanders last year and use it pretty much for the same things as Todd – rough work first and then finer finish sanding.