If you're using a direct gloss urethane, like Concept, or Imron, the steps are:

-Clean bare metal with degreaser
-Chemically etch the metal with phosphoric acid. This leaves a phosphate coating that the primer loves, giving a chemical bond between metal, primer, and paint instead of relying on a weak mechanical bond that you get from roughing up with sandpaper before spraying.
-Prime with an epoxy primer. PPG's DP series are the best. If you're trying to cover metal imperfections (bad welds, etc.), then urethane sanding primer is used next, followed by more epoxy primer thinned as a sealer
-Spray with colour coat
-Wait a month if no oven available
-Wet sand with 600 or finer, depending on how bad the problem is.
-Wet sand finer and finer until you hit 2000 grit
-compound carefully
-use a polishing compound and then a swirl mark remover
-Wax

If you're a better painter than I and you have a proper booth to paint in, you can usually skip the colour sanding. Urethane sanding primer for filling imperfections, rather than lacquer types are best, as they don't shrink as they dry. Sanding regular high-build primer without letting it sit for several days will result in sanding scratches and surface imperfections that you thought were gone showing right through the colour coat later on as the primer shrinks.

Don't forget forced air breathing apparatus for this stuff, as the hardeners for all urethanes contain isocyanates.