Has anyone ever done their own sanding and priming before taking their car to be painted at a shop?

Is it possible to damage my car's body with sandpaper?
What grit sandpaper should I use to ensure no damage is done?
How will I know I've sanded far enough?
Does sanding to bare metal offer benefits?
Is it possible to sand past bare metal and permanently **** up?
If I'm changing color, do I need to sand down to bare metal?
If I sand to bare metal should I use a dual action air sander or a hand sander? I mean is it possible that using a machine sander will take me down too far?
For masking, is a single layer of automotive painter's tape enough for small areas and what should I use to mask larger areas, plastic trash bags?
Is applying your own primer a simple process? I mean: Is there a chance to **** up and have to restart?

Thanks for anyone with the experience.