Hello
I've been printing using only Shapeways Frosted Ultra Detail. I find it glues well and sands nicely too. I do find you need to be a little careful when drilling it though and work slowly. The surface finish on the parts I've received is really quite sharp. From my catalogue of Shapeways parts I thought I'd share two examples that show the print resolution (for surface finish).
The first is HO scale and is a model of the A1A sideframe MLW used under their RSC13, 14, and 24 lightweight roadswitchers:
http://shpws.me/vqNNThanks to my friend Steve Hunter for the macro lense photos of the HO scale sideframe. Under this magnification you can see the "grain" but it's really not that bad and is amplified, in my opinion, more by the semi-translucent nature of the material more than actual texture. I know it's in HO but check out those separate equalizer leafs and the bolt heads on the journal covers!
The second example is my beloved N scale CN transfer van. The print quality on this model, done in Frosted Ultra Detail, was so fine that it wasn't sanded or polished at all. Just a few light coats of paint over the model - I wanted to know how it would look if all you did was paint and decal one:
http://shpws.me/wi23I hope this helps.
/chris