When Layla and I bought our house, the fantastic ~500 sq. ft. deck off the back end of the house was freshly built, but wasn't yet finished. This is pretty typical of the area, since you really have to wait for wood to dry out before you can seal it, and the recurring rain keeps that from happening until the middle of summer.
Well, the deck is dry now, so it's time to seal it.
To clean all of the crap off the deck, I decided to sand the surface down—except the only sander I've got is a palm sander like the one pictured at right.
If I had to do this again, I would definitely sink the cash into a decent belt sander.
I actually went shopping for a belt sander this morning but the local pawn shop didn't have any (they sold their last one ten minutes before I got there) and the local big box stores wanted $100+ for a solid belt sander.
It would have been worth it. If you ever have to sand a deck, buy (or rent) a belt sander. You probably won't rub all of the ridges off your hand, that way.

Didnt you have a random orbital sander from painting the Talon?
Dude. I sanded every square inch of that Talon by hand.
Besides, I'm not sure a random orbital makes much sense on a deck. Belt sander FTW.
Wow. I bet that was tedious. Yeah I agree a belt sander is the way to go, but if I had a random orbital laying around, I would've used it.
Sanding the rusty dent holes in my Camry was tedious.
Sanding the Talon was something else entirely.
Kat and I sanded our large dinning room table with a hand sander much like the one above, with similar hand results. Definately go for a belt sander for large projects. (this is for everyone else - D-man has already learned his lesson)