Something to be aware of are some deceiving scratches that happen from blocking filler with 40 grit. Before moving on with either spreading more filler, or going to primer, the filler should be completely in 80 grit or finer.
Since this is reality though, once in a while a 40 grit scratch might slip by here and there. But, be careful with what the scratch actually is. Here is what can happen:
Body filler should be 'roughed in' with 40 grit while it is still drying. It is much easier to shape it in this stage. What can happen though, is some 40 grit scratches can be packed with 'dust' from the filler that isn't dry yet. Be sure that after 80 is complete there aren't any of these deeper scratches left behind with dust packed in them. They look normal, but if filler or primer goes over it, that scratch might come back to haunt you.
In the picture below, I stopped a little soon to get a better picture of what these might look like. Admittedly, I took the 40 grit a little too far in this area, but regardless, these need to be sanded out.