i've noticed some plastics go 'furry' if you sand them.
whenever i was painting plastics during stereo installs i just used prepsol (wax and grease remover) and plastic primer. didnt sand it.
Using an electric sander? Some will do that VERY easily due to the heat generated from the friction. A variable speed sander can fix that, sometimes. Other times the plastic just won't sand well unless it's by hand. Realistically though, you only have to sand the plastic if it's painted and even then it's not essential.
As you said, a bit of wax'n'grease remover and you'll be right for internal parts.