Furniture, Wood and Cabinetry Finishing - painting furniture

I am having a very hard time doing something that probably should be easy. I have bought a few pieces of flea market furniture that I'm trying to paint and give a distressed finish to. I've been able to sand/strip the furniture down, no problem. I am painting the furniture using a foam brush which seems to minimize brush marks. Once I apply 2-3 coats of paint, I go over the edges with sandpaper to give it the distressed look. Do I go over the PAINTED surfaces with an extra fine sandpaper to get rid of brushmarks and then seal it? Or do the brushmarks come in when I seal the furniture? I've just been using a furniture wax as the final step, but I still see the brush marks even after I buff out the wax. HELP! I feel really stupid because I cannot find any books/websites to address this.

Brush marks left in any finish are usually the result of OVER brushing.

Most paints, either latex, acrylic or oil, will smooth themselves out IF LEFT ALONE.

Put the paint on, spread it out, leave it alone. If your brush passes over the same area more than three times - you're over brushing.

Take into consideration heat/humidity. Excess heat will dry finishes faster (they may not have enough time to settle out on their own) and excess humidity has the opposite effect.

Many DIY'er's paint furniture outside. DO NOT paint in direct sunlight - you're asking for trouble.

just an idea and something i do all the time is to use a sponge roller to apply paint. be sure to get one with a very fine texture. they leave almost no texture at all when the paint dries. they can be found in the paint section of warehouse stores and some hardware stores. but still... don't over work your paint.

My thanks to Heather for an excellent sugestion...