Yep, no real way around it and those who have skipped the sanding step and applied paint or varnish over unsanded resin wind up with a finish that looks exactly like that was what they did, and it ain't pretty. You do not, however, need to go too crazy on sanding grits. Resin needs the protective topcoat of paint or varnish to protect it from UV, and that topcoat needs a little bit of surface texture on the resin base to stick well. Seldom does the resin, even for the finest clear finish, need to be sanded finer than 220 and it's usually possible (and often better from a bond standpoint) to stop sanding at 150-180 grit, even on a clear finish.
Step #1 of sanding is uaually a good rinse with clean water and a scotchbrite pad to get rid of any amine blush. Some resins blush more than others, but it only takes a few minutes to be sure that your sanding won't be smearing something into the surface that you don't want there. I'll usually start sanding new resin with 80 grit, then go up to 100 grit and then 150, followed by the paint or varnish. 60 grit cuts quickly if you have a lot of irregularity to level out, but tends to be awfully coarse and often seems to make deeper scratches than I need or want. I tend to trust my hands and how smooth the surface feels more than my eyes, since sanded resin often looks kind of blotchy until the final finish goes on - even though it may actually be quite smooth. If you think you're done and want a visual check, wet it down with a sponge and eyeball the boat from one end while the area is still wet. The film of water will put a little gloss on the surface and any humps or hollows tend to show up clearly.
