I've done a good bit of sanded-in finishing and once you get to 400 and up I don't think it matters which direction you sand. What is important is that you sand every sq. in. properly. In my experience this requires that you do some cross-grain sanding in some areas, especially in heavily figured wood. I have never been able to detect any difference in the final finish in those areas as compared with the balance of the stock surface.

OB