For reshaping metal, hammering while hot is a lot faster than grinding or filing. However, it is difficult (sometimes impossible) to get exactly the shape you want by hammering. Also, points and edges that are made too thin are prone to burn or decarburize in the fire. So while you should always try to get as close as possible to the shape you want by hammering, there will ususually be some metal that still needs to be removed, at least at the edge. There are there main methods for removing metal: Belt sanding, grinding, and filing.
Belt Sanding: I do not own a belt sander, but from all I've read, this is the best way to go if you're going to be doing it a lot. A belt sander can remove material faily fast, and leaves a flat surface. Main disadvantage is the expense. I recommend starting with the other methods, and possibly getting a belt sander later, if you feel the expense is justified by the amount you'll be using it.
Grinding: This is typically an electrically driven grinding wheel. Removes material fast, but leaves a concave surface (not flat). I also have a hard time telling exaclty where I'm removing material, although this improves with practice. Advantage is that many people already have one of these, and if not they can be gotten fairly cheaply. (The old foot-powered stone grinding wheels don't remove material very fast, they are more for smoothing and sharpening.)
Filing: Clamp the item to a vise or workbench, and use a file to remove material. Slower than a grinding wheel, but leaves a smooth surface and it's easier to see what you're doing. Watch for particles of metal that get stuck it the file and then leave deep scratches in the work (clean file with file card). The oxidized "fire scale" surface left after forging is very hard and will resist the file until you get through it.
I started off doing a lot of grinding (I already had a motorized grinding wheel) but have moved more to filing. Currently I will usually use the bench grinder (coarse wheel) to remove the fire scale, work on any areas that need more material removed, and generally get close to the shape I want. Then I switch to hand filing to smooth and flatten surfaces and work it down to the exact shape I'm looking for. If I'm careful, filing leaves the surface smooth enough that I can go straight to sanding with 80 grit.
Once you have the shape the way you want it and the surface fairly smooth, you can move on to Sanding.
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